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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% | 94.64 % | 95.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,058 CHF | 143,108 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 94.91 % | 95.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,238 CHF | 143,288 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.73% | 95.54 % | 96.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,530 CHF | 144,580 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.73% | 95.82 % | 96.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,374 CHF | 144,424 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 95.13 % | 95.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,880 CHF | 142,930 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 93.84 % | 94.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,382 CHF | 141,432 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 93.27 % | 93.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,704 CHF | 141,754 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.73% | 95.24 % | 95.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,869 CHF | 143,919 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 94.81 % | 95.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,318 CHF | 144,368 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.72% | 97.33 % | 98.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,895 CHF | 146,945 CHF | 100.00% | 100.00% |
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