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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 | 0.77% | 89.74 % | 90.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,406 CHF | 136,456 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 89.97 % | 90.67 % | 150,000 | 150,000 | 150,000 | 149,996 | 135,066 CHF | 136,112 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.76% | 91.03 % | 91.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,187 CHF | 138,237 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.76% | 91.41 % | 92.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,421 CHF | 139,471 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 93.09 % | 93.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,449 CHF | 140,499 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 92.50 % | 93.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,000 CHF | 140,050 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.75% | 92.68 % | 93.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,499 CHF | 140,549 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.74% | 93.74 % | 94.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,849 CHF | 141,899 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.74% | 93.65 % | 94.35 % | 150,000 | 150,000 | 150,000 | 149,972 | 140,901 CHF | 141,925 CHF | 99.85% | 99.85% |
| 07/11/2024 | 0.74% | 94.22 % | 94.92 % | 150,000 | 150,000 | 150,000 | 149,993 | 141,524 CHF | 142,567 CHF | 100.00% | 100.00% |
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