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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 | 0.70% | 100.31 % | 101.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,504 CHF | 151,554 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 99.84 % | 100.54 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,624 CHF | 150,674 CHF | 89.40% | 89.40% |
| 18/11/2024 | 0.70% | 100.31 % | 101.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,394 CHF | 151,444 CHF | 99.65% | 99.65% |
| 15/11/2024 | 0.69% | 100.26 % | 100.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,569 CHF | 151,619 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 100.47 % | 101.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,297 CHF | 151,347 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.70% | 99.98 % | 100.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,611 CHF | 150,661 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 100.23 % | 100.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,640 CHF | 151,690 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.69% | 100.53 % | 101.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,739 CHF | 151,789 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 100.11 % | 100.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,233 CHF | 151,283 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.70% | 100.23 % | 100.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,341 CHF | 151,391 CHF | 100.00% | 100.00% |
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