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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 | 0.69% | 101.46 % | 102.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,235 CHF | 153,285 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 101.26 % | 101.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,957 CHF | 153,007 CHF | 89.40% | 89.40% |
| 18/11/2024 | 0.69% | 101.29 % | 101.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,964 CHF | 153,014 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.69% | 101.13 % | 101.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,719 CHF | 152,769 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 101.16 % | 101.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,487 CHF | 152,537 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 100.95 % | 101.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,380 CHF | 152,430 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 100.82 % | 101.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,451 CHF | 152,501 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.69% | 101.01 % | 101.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,599 CHF | 152,649 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 100.76 % | 101.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,125 CHF | 152,175 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.69% | 100.85 % | 101.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 151,354 CHF | 152,404 CHF | 100.00% | 100.00% |
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