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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 | 0.89% | 78.20 % | 78.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 117,410 CHF | 118,460 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 77.75 % | 78.45 % | 150,000 | 150,000 | 150,000 | 150,000 | 116,220 CHF | 117,270 CHF | 89.40% | 89.40% |
| 18/11/2024 | 0.87% | 80.58 % | 81.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 120,313 CHF | 121,363 CHF | 99.65% | 99.65% |
| 15/11/2024 | 0.86% | 80.05 % | 80.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 121,107 CHF | 122,157 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 81.63 % | 82.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 122,205 CHF | 123,255 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 81.38 % | 82.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 122,336 CHF | 123,386 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 81.66 % | 82.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 122,902 CHF | 123,952 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.84% | 82.67 % | 83.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 124,259 CHF | 125,309 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 82.36 % | 83.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 124,112 CHF | 125,162 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.83% | 83.09 % | 83.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 125,392 CHF | 126,442 CHF | 100.00% | 100.00% |
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