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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% | 99.15 % | 99.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,578 CHF | 60,052 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 99.11 % | 99.90 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,525 CHF | 59,999 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 99.32 % | 100.11 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,616 CHF | 60,090 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 99.44 % | 100.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,669 CHF | 60,143 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 99.50 % | 100.29 % | 30,000 | 60,000 | 40,270 | 60,000 | 40,034 CHF | 60,124 CHF | 99.68% | 99.68% |
| 13/11/2024 | 0.79% | 99.31 % | 100.10 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,608 CHF | 60,082 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 99.10 % | 99.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,468 CHF | 59,942 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 99.17 % | 99.96 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,496 CHF | 59,970 CHF | 84.64% | 84.64% |
| 08/11/2024 | 0.79% | 100.44 % | 101.24 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,291 CHF | 60,771 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.49 % | 101.29 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,235 CHF | 60,715 CHF | 100.00% | 100.00% |
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