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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% | 93.28 % | 94.02 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,119 CHF | 56,563 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 93.19 % | 93.93 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,300 CHF | 56,745 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 94.69 % | 95.44 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,465 CHF | 56,914 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 93.88 % | 94.62 % | 50,000 | 60,000 | 58,577 | 60,000 | 54,854 CHF | 56,636 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 92.98 % | 93.72 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,550 CHF | 55,990 CHF | 99.67% | 99.67% |
| 13/11/2024 | 0.79% | 90.27 % | 90.99 % | 60,000 | 60,000 | 55,151 | 60,000 | 49,855 CHF | 54,677 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 90.45 % | 91.17 % | 60,000 | 60,000 | 45,474 | 60,000 | 41,366 CHF | 55,030 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 91.69 % | 92.42 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,098 CHF | 55,536 CHF | 84.63% | 84.63% |
| 08/11/2024 | 0.79% | 90.10 % | 90.81 % | 60,000 | 60,000 | 59,797 | 60,000 | 54,452 CHF | 55,071 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 92.22 % | 92.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,558 CHF | 55,998 CHF | 100.00% | 100.00% |
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