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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% | 98.37 % | 99.15 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,056 CHF | 59,524 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 99.91 % | 100.70 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,002 CHF | 60,476 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 99.98 % | 100.77 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,026 CHF | 60,500 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.24 % | 101.03 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,153 CHF | 60,630 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.21 % | 101.00 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,102 CHF | 60,576 CHF | 99.69% | 99.69% |
| 13/11/2024 | 0.79% | 100.01 % | 100.80 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,038 CHF | 60,512 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.32 % | 101.12 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,265 CHF | 60,745 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.48 % | 101.28 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,276 CHF | 60,756 CHF | 84.61% | 84.61% |
| 08/11/2024 | 0.79% | 100.26 % | 101.06 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,159 CHF | 60,636 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.27 % | 101.07 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,116 CHF | 60,593 CHF | 100.00% | 100.00% |
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