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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 | 1.05% | 93.87 % | 94.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,568 CHF | 143,068 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.06% | 94.17 % | 95.17 % | 150,000 | 150,000 | 150,000 | 149,993 | 141,334 CHF | 142,827 CHF | 89.37% | 89.37% |
| 18/11/2024 | 1.04% | 95.75 % | 96.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,348 CHF | 144,848 CHF | 99.06% | 99.06% |
| 15/11/2024 | 1.04% | 95.09 % | 96.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,427 CHF | 144,927 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 96.38 % | 97.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,194 CHF | 145,694 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 95.52 % | 96.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,480 CHF | 144,980 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.04% | 95.73 % | 96.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,101 CHF | 145,601 CHF | 98.74% | 98.74% |
| 11/11/2024 | 1.03% | 96.78 % | 97.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,374 CHF | 146,874 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 96.48 % | 97.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,991 CHF | 146,491 CHF | 99.84% | 99.84% |
| 07/11/2024 | 1.02% | 97.10 % | 98.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,636 CHF | 147,136 CHF | 100.00% | 100.00% |
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