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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% | 91.15 % | 91.87 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,868 CHF | 55,302 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 91.23 % | 91.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,958 CHF | 55,394 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 92.69 % | 93.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,228 CHF | 55,667 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 91.61 % | 92.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,982 CHF | 55,419 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 90.72 % | 91.44 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,204 CHF | 54,635 CHF | 99.68% | 99.68% |
| 13/11/2024 | 0.79% | 88.77 % | 89.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 52,675 CHF | 53,093 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 87.58 % | 88.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,089 CHF | 53,509 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 88.87 % | 89.57 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,627 CHF | 54,053 CHF | 84.63% | 84.63% |
| 08/11/2024 | 0.79% | 89.05 % | 89.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,995 CHF | 54,422 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 91.04 % | 91.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,776 CHF | 55,210 CHF | 86.97% | 86.97% |
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