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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 | 0.80% | 87.03 % | 87.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,963 CHF | 132,013 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 86.54 % | 87.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,879 CHF | 130,929 CHF | 89.40% | 89.40% |
| 18/11/2024 | 0.79% | 87.60 % | 88.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,556 CHF | 132,606 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.79% | 88.65 % | 89.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,040 CHF | 134,090 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.78% | 88.96 % | 89.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,434 CHF | 134,484 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 88.65 % | 89.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,294 CHF | 133,344 CHF | 99.98% | 99.98% |
| 12/11/2024 | 0.79% | 88.10 % | 88.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,108 CHF | 134,158 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.78% | 89.28 % | 89.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,168 CHF | 135,218 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 89.39 % | 90.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,679 CHF | 134,729 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.77% | 89.82 % | 90.52 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,988 CHF | 136,038 CHF | 100.00% | 100.00% |
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