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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 | 136,235 CHF | 137,285 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 90.56 % | 91.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,799 CHF | 136,849 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.76% | 91.28 % | 91.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,267 CHF | 138,317 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.75% | 91.74 % | 92.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,773 CHF | 139,823 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 93.16 % | 93.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,497 CHF | 140,547 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 93.07 % | 93.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 139,851 CHF | 140,901 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 93.48 % | 94.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,671 CHF | 141,721 CHF | 98.73% | 98.73% |
| 11/11/2024 | 0.74% | 94.39 % | 95.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,889 CHF | 142,939 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.74% | 94.51 % | 95.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,276 CHF | 143,326 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.73% | 95.37 % | 96.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 143,479 CHF | 144,529 CHF | 100.00% | 100.00% |
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