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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.79% | 97.65 % | 98.42 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,271 CHF | 68,811 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.79% | 97.55 % | 98.32 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,571 CHF | 69,116 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.79% | 98.37 % | 99.15 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,792 CHF | 69,338 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 97.62 % | 98.39 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,242 CHF | 68,782 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 97.70 % | 98.47 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,210 CHF | 68,750 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 97.19 % | 97.96 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,338 CHF | 68,880 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 97.85 % | 98.63 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,406 CHF | 68,948 CHF | 99.70% | 99.70% |
| 13/11/2024 | 0.79% | 98.08 % | 98.86 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,444 CHF | 68,987 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 97.88 % | 98.66 % | 70,000 | 70,000 | 70,000 | 65,288 | 68,644 CHF | 64,528 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 97.07 % | 97.84 % | 70,000 | 70,000 | 70,000 | 70,000 | 67,965 CHF | 68,503 CHF | 84.66% | 84.66% |
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