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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 | 0.79% | 87.77 % | 88.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,932 CHF | 132,982 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 88.42 % | 89.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,200 CHF | 133,250 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.79% | 88.47 % | 89.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,272 CHF | 133,322 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.79% | 87.76 % | 88.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,727 CHF | 132,777 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 88.82 % | 89.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,655 CHF | 132,705 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 88.10 % | 88.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,452 CHF | 132,502 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 87.43 % | 88.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,150 CHF | 133,200 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.78% | 88.79 % | 89.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,924 CHF | 134,974 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 89.24 % | 89.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,494 CHF | 135,544 CHF | 99.83% | 99.83% |
| 07/11/2024 | 0.77% | 90.06 % | 90.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,820 CHF | 136,870 CHF | 100.00% | 100.00% |
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