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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 | 0.74% | 93.35 % | 94.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,807 CHF | 141,857 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 93.56 % | 94.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,960 CHF | 141,010 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.75% | 93.67 % | 94.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,189 CHF | 141,239 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.74% | 93.58 % | 94.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,940 CHF | 141,990 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 94.79 % | 95.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,303 CHF | 142,353 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 93.18 % | 93.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,554 CHF | 140,604 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 93.41 % | 94.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,827 CHF | 141,877 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.73% | 95.06 % | 95.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,839 CHF | 143,889 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 94.66 % | 95.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,397 CHF | 143,447 CHF | 99.82% | 99.82% |
| 07/11/2024 | 0.73% | 95.82 % | 96.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,216 CHF | 145,266 CHF | 100.00% | 100.00% |
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