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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 | 0.70% | 100.28 % | 100.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,500 CHF | 151,550 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 100.38 % | 101.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,526 CHF | 151,576 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.69% | 100.46 % | 101.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,616 CHF | 151,666 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.69% | 100.62 % | 101.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,820 CHF | 151,870 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 100.57 % | 101.27 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,857 CHF | 151,907 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 100.54 % | 101.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,809 CHF | 151,859 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 100.58 % | 101.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,897 CHF | 151,947 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.69% | 100.60 % | 101.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,028 CHF | 152,078 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 100.62 % | 101.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,922 CHF | 151,972 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.69% | 100.59 % | 101.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,887 CHF | 151,937 CHF | 100.00% | 100.00% |
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