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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 | 0.71% | 97.60 % | 98.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,681 CHF | 147,731 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 98.86 % | 99.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,291 CHF | 149,341 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.70% | 99.26 % | 99.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,809 CHF | 149,859 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.70% | 99.08 % | 99.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,847 CHF | 149,897 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 99.26 % | 99.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,662 CHF | 149,712 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 98.93 % | 99.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,254 CHF | 149,304 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 98.46 % | 99.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,511 CHF | 149,561 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.70% | 99.37 % | 100.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,241 CHF | 150,291 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 98.99 % | 99.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,966 CHF | 150,016 CHF | 98.40% | 98.40% |
| 07/11/2024 | 0.70% | 99.39 % | 100.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,190 CHF | 150,240 CHF | 100.00% | 100.00% |
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