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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% | 93.69 % | 94.43 % | 75,000 | 75,000 | 75,000 | 75,000 | 70,293 CHF | 70,850 CHF | 97.14% | 97.14% |
| 19/11/2024 | 0.79% | 91.95 % | 92.68 % | 75,000 | 75,000 | 75,000 | 75,000 | 68,815 CHF | 69,362 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 91.94 % | 92.67 % | 75,000 | 75,000 | 75,000 | 75,000 | 68,964 CHF | 69,511 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 92.57 % | 93.30 % | 75,000 | 75,000 | 75,000 | 75,000 | 70,008 CHF | 70,563 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 95.01 % | 95.76 % | 25,000 | 75,000 | 73,865 | 75,000 | 70,134 CHF | 71,775 CHF | 99.72% | 99.72% |
| 13/11/2024 | 0.79% | 95.44 % | 96.20 % | 75,000 | 75,000 | 75,000 | 75,000 | 71,089 CHF | 71,651 CHF | 96.72% | 96.72% |
| 12/11/2024 | 0.79% | 90.51 % | 91.23 % | 75,000 | 75,000 | 72,300 | 72,284 | 65,439 CHF | 65,945 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 91.09 % | 91.81 % | 75,000 | 75,000 | 72,518 | 75,000 | 66,208 CHF | 69,023 CHF | 84.65% | 84.65% |
| 08/11/2024 | 0.79% | 89.04 % | 89.75 % | 75,000 | 75,000 | 75,000 | 75,000 | 67,665 CHF | 68,202 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 91.23 % | 91.95 % | 75,000 | 75,000 | 75,000 | 75,000 | 68,903 CHF | 69,450 CHF | 100.00% | 100.00% |
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