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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 | 0.86% | 94.00 % | 94.81 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,250 CHF | 95,060 CHF | 97.96% | 97.96% |
| 19/11/2024 | 0.86% | 94.10 % | 94.91 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,102 CHF | 94,912 CHF | 99.86% | 99.86% |
| 18/11/2024 | 0.86% | 93.90 % | 94.71 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,754 CHF | 94,564 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 93.80 % | 94.61 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,071 CHF | 94,881 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 95.50 % | 96.31 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,168 CHF | 95,978 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 94.90 % | 95.71 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,057 CHF | 95,867 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 93.80 % | 94.61 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,015 CHF | 94,825 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 94.90 % | 95.71 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,961 CHF | 95,771 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 95.10 % | 95.91 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,205 CHF | 96,015 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 94.80 % | 95.61 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,823 CHF | 95,633 CHF | 99.24% | 99.24% |
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