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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% | 100.53 % | 101.33 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,306 CHF | 60,786 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 100.19 % | 100.98 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,137 CHF | 60,613 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 99.96 % | 100.75 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,272 CHF | 60,752 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.63 % | 101.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,403 CHF | 60,883 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.70 % | 101.50 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,339 CHF | 60,819 CHF | 99.72% | 99.72% |
| 13/11/2024 | 0.79% | 100.40 % | 101.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,224 CHF | 60,703 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.75 % | 101.55 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,502 CHF | 60,982 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.94 % | 101.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,536 CHF | 61,016 CHF | 84.65% | 84.65% |
| 08/11/2024 | 0.79% | 100.68 % | 101.48 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,409 CHF | 60,889 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.69 % | 101.49 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,362 CHF | 60,842 CHF | 100.00% | 100.00% |
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