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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% | 99.10 % | 99.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,550 CHF | 60,024 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 99.02 % | 99.81 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,475 CHF | 59,949 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 99.29 % | 100.08 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,598 CHF | 60,072 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 99.42 % | 100.21 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,665 CHF | 60,139 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 99.44 % | 100.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,628 CHF | 60,102 CHF | 99.68% | 99.68% |
| 13/11/2024 | 0.79% | 99.26 % | 100.05 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,579 CHF | 60,053 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 99.07 % | 99.86 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,446 CHF | 59,920 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 99.18 % | 99.97 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,495 CHF | 59,969 CHF | 84.64% | 84.64% |
| 08/11/2024 | 0.79% | 100.55 % | 101.35 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,327 CHF | 60,807 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.62 % | 101.42 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,305 CHF | 60,785 CHF | 100.00% | 100.00% |
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