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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% | 93.86 % | 94.60 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,137 CHF | 56,582 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 93.18 % | 93.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,937 CHF | 56,380 CHF | 98.01% | 98.01% |
| 18/11/2024 | 0.79% | 92.03 % | 92.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,218 CHF | 55,656 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 92.86 % | 93.60 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,778 CHF | 56,222 CHF | 96.63% | 96.63% |
| 14/11/2024 | 0.79% | 92.91 % | 93.65 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,837 CHF | 56,281 CHF | 99.67% | 99.67% |
| 13/11/2024 | 0.79% | 92.52 % | 93.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,915 CHF | 56,358 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 93.83 % | 94.57 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,054 CHF | 56,499 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 93.06 % | 93.80 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,868 CHF | 55,302 CHF | 81.68% | 81.68% |
| 08/11/2024 | 0.79% | 91.19 % | 91.91 % | 60,000 | 60,000 | 59,938 | 60,000 | 54,853 CHF | 55,347 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 90.01 % | 90.72 % | 60,000 | 60,000 | 37,878 | 60,000 | 34,906 CHF | 55,844 CHF | 93.03% | 93.03% |
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