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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% | 90.56 % | 91.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,385 CHF | 137,435 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 90.34 % | 91.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,177 CHF | 136,227 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.76% | 91.19 % | 91.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,270 CHF | 138,320 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.75% | 91.59 % | 92.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,731 CHF | 139,781 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 93.29 % | 93.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,724 CHF | 140,774 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.74% | 93.44 % | 94.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,512 CHF | 141,562 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 93.82 % | 94.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,341 CHF | 142,391 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.73% | 95.05 % | 95.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,024 CHF | 144,074 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.73% | 95.18 % | 95.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,440 CHF | 144,490 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.72% | 96.19 % | 96.89 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,838 CHF | 145,888 CHF | 100.00% | 100.00% |
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