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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 | 0.76% | 91.24 % | 91.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,313 CHF | 138,363 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.76% | 91.61 % | 92.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,844 CHF | 137,894 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.75% | 92.62 % | 93.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,746 CHF | 139,796 CHF | 98.45% | 98.45% |
| 15/11/2024 | 0.75% | 92.45 % | 93.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,075 CHF | 140,125 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 92.27 % | 92.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,156 CHF | 139,206 CHF | 91.25% | 91.25% |
| 13/11/2024 | 0.74% | 93.48 % | 94.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,090 CHF | 142,140 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.73% | 94.49 % | 95.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,819 CHF | 143,869 CHF | 94.22% | 94.22% |
| 11/11/2024 | 0.72% | 97.09 % | 97.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,980 CHF | 147,030 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 96.64 % | 97.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,256 CHF | 146,306 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.72% | 97.69 % | 98.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,307 CHF | 146,357 CHF | 13.24% | 13.24% |
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