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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 | 0.68% | 102.29 % | 102.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,438 CHF | 154,488 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.68% | 102.07 % | 102.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,128 CHF | 154,178 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.68% | 102.21 % | 102.91 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,305 CHF | 154,355 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.68% | 102.10 % | 102.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,210 CHF | 154,260 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.68% | 102.18 % | 102.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,174 CHF | 154,224 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.68% | 102.01 % | 102.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,902 CHF | 153,952 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.68% | 102.07 % | 102.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,205 CHF | 154,255 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.68% | 102.14 % | 102.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,181 CHF | 154,231 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 101.97 % | 102.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,966 CHF | 154,016 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.68% | 102.04 % | 102.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,026 CHF | 154,076 CHF | 100.00% | 100.00% |
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