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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% | 85.16 % | 85.84 % | 60,000 | 60,000 | 60,000 | 60,000 | 51,598 CHF | 52,008 CHF | 94.65% | 94.65% |
| 19/11/2024 | 0.79% | 87.34 % | 88.03 % | 60,000 | 60,000 | 60,000 | 60,000 | 52,921 CHF | 53,341 CHF | 98.14% | 98.14% |
| 18/11/2024 | 0.79% | 89.49 % | 90.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,852 CHF | 54,278 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 89.76 % | 90.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,961 CHF | 54,387 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 89.29 % | 90.00 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,103 CHF | 53,524 CHF | 99.72% | 99.72% |
| 13/11/2024 | 0.79% | 87.82 % | 88.52 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,516 CHF | 53,942 CHF | 96.27% | 96.27% |
| 12/11/2024 | 0.79% | 90.29 % | 91.01 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,576 CHF | 55,008 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 91.12 % | 91.84 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,336 CHF | 54,767 CHF | 84.61% | 84.61% |
| 08/11/2024 | 0.79% | 90.51 % | 91.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,357 CHF | 54,790 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 92.62 % | 93.35 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,182 CHF | 55,619 CHF | 88.48% | 88.48% |
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