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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% | 99.28 % | 99.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,033 CHF | 150,083 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 99.19 % | 99.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,711 CHF | 149,761 CHF | 89.37% | 89.37% |
| 18/11/2024 | 0.70% | 99.25 % | 99.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,835 CHF | 149,885 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.70% | 99.07 % | 99.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,912 CHF | 149,962 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 99.44 % | 100.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,148 CHF | 150,198 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 99.42 % | 100.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,100 CHF | 150,150 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 99.37 % | 100.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,167 CHF | 150,217 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.70% | 99.46 % | 100.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,210 CHF | 150,260 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 99.37 % | 100.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,047 CHF | 150,097 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.70% | 99.78 % | 100.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,653 CHF | 150,703 CHF | 100.00% | 100.00% |
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