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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.79% | 99.95 % | 100.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,134 CHF | 60,610 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 100.37 % | 101.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,162 CHF | 60,639 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.52 % | 101.32 % | 60,000 | 60,000 | 58,936 | 60,000 | 59,084 CHF | 60,627 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 99.82 % | 100.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,913 CHF | 60,387 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.29 % | 101.09 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,986 CHF | 60,461 CHF | 99.70% | 99.70% |
| 13/11/2024 | 0.79% | 98.98 % | 99.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,115 CHF | 59,583 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 98.21 % | 98.99 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,224 CHF | 59,692 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 99.18 % | 99.97 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,647 CHF | 60,121 CHF | 84.64% | 84.64% |
| 08/11/2024 | 0.79% | 99.19 % | 99.98 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,820 CHF | 60,294 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 99.75 % | 100.54 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,050 CHF | 60,525 CHF | 100.00% | 100.00% |
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