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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 | 0.74% | 93.56 % | 94.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,954 CHF | 142,004 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 94.51 % | 95.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,244 CHF | 142,294 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.74% | 94.56 % | 95.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,388 CHF | 142,438 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.74% | 93.69 % | 94.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,538 CHF | 141,588 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 94.79 % | 95.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,562 CHF | 141,612 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.76% | 91.94 % | 92.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,943 CHF | 137,993 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.76% | 90.95 % | 91.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,841 CHF | 138,891 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.75% | 92.67 % | 93.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,971 CHF | 141,021 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.74% | 93.14 % | 93.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,666 CHF | 141,716 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.74% | 94.06 % | 94.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,985 CHF | 143,035 CHF | 100.00% | 100.00% |
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