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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% | 103.28 % | 103.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,972 CHF | 156,022 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.68% | 103.23 % | 103.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,561 CHF | 155,611 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.68% | 103.10 % | 103.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,703 CHF | 155,753 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.68% | 102.99 % | 103.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,525 CHF | 155,575 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.68% | 102.81 % | 103.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,046 CHF | 155,096 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.68% | 102.63 % | 103.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,062 CHF | 155,112 CHF | 99.97% | 99.97% |
| 12/11/2024 | 0.68% | 102.54 % | 103.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,948 CHF | 154,998 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.68% | 102.62 % | 103.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,830 CHF | 154,880 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 102.27 % | 102.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,340 CHF | 154,390 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.68% | 101.99 % | 102.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,062 CHF | 154,112 CHF | 100.00% | 100.00% |
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