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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% | 100.87 % | 101.67 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,522 CHF | 61,002 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 100.76 % | 101.56 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,484 CHF | 60,964 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.85 % | 101.65 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,478 CHF | 60,958 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.77 % | 101.57 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,439 CHF | 60,919 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.66 % | 101.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,390 CHF | 60,870 CHF | 99.69% | 99.69% |
| 13/11/2024 | 0.79% | 100.72 % | 101.52 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,397 CHF | 60,877 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.66 % | 101.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,454 CHF | 60,934 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.81 % | 101.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,491 CHF | 60,971 CHF | 84.64% | 84.64% |
| 08/11/2024 | 0.79% | 100.63 % | 101.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,415 CHF | 60,895 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.81 % | 101.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,497 CHF | 60,977 CHF | 100.00% | 100.00% |
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