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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 | 0.77% | 90.69 % | 91.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,673 CHF | 137,723 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 91.02 % | 91.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,510 CHF | 137,560 CHF | 89.40% | 89.40% |
| 18/11/2024 | 0.76% | 91.58 % | 92.28 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,780 CHF | 137,830 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.77% | 90.93 % | 91.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,589 CHF | 137,639 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 90.69 % | 91.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,540 CHF | 136,590 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.78% | 88.99 % | 89.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,673 CHF | 134,723 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 88.93 % | 89.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,767 CHF | 135,817 CHF | 98.72% | 98.72% |
| 11/11/2024 | 0.77% | 90.37 % | 91.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,017 CHF | 137,067 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.77% | 89.51 % | 90.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,493 CHF | 136,543 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.76% | 91.73 % | 92.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,381 CHF | 138,431 CHF | 100.00% | 100.00% |
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