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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 | 0.79% | 91.14 % | 91.86 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,033 CHF | 55,470 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 91.86 % | 92.59 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,116 CHF | 55,554 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 91.60 % | 92.33 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,976 CHF | 55,412 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 91.99 % | 92.72 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,366 CHF | 55,804 CHF | 80.27% | 80.27% |
| 14/11/2024 | 0.79% | 94.01 % | 94.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,209 CHF | 56,655 CHF | 99.67% | 99.67% |
| 13/11/2024 | 0.79% | 93.20 % | 93.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,080 CHF | 56,525 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 94.96 % | 95.71 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,959 CHF | 57,410 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 94.72 % | 95.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,746 CHF | 57,196 CHF | 84.65% | 84.65% |
| 08/11/2024 | 0.79% | 93.97 % | 94.72 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,435 CHF | 56,884 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 93.66 % | 94.40 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,185 CHF | 56,629 CHF | 100.00% | 100.00% |
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