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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 | 0.80% | 74.56 % | 75.16 % | 60,000 | 60,000 | 60,000 | 60,000 | 44,671 CHF | 45,031 CHF | 96.90% | 96.90% |
| 19/11/2024 | 0.82% | 73.35 % | 73.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 43,583 CHF | 43,943 CHF | 93.34% | 93.34% |
| 18/11/2024 | 0.82% | 73.46 % | 74.06 % | 60,000 | 60,000 | 60,000 | 60,000 | 43,670 CHF | 44,030 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 72.62 % | 73.22 % | 60,000 | 60,000 | 60,000 | 60,000 | 44,565 CHF | 44,925 CHF | 80.39% | 80.39% |
| 14/11/2024 | 0.79% | 75.58 % | 76.18 % | 60,000 | 60,000 | 60,000 | 60,000 | 45,419 CHF | 45,780 CHF | 99.68% | 99.68% |
| 13/11/2024 | 0.79% | 75.96 % | 76.56 % | 60,000 | 60,000 | 60,000 | 60,000 | 46,066 CHF | 46,431 CHF | 53.35% | 53.35% |
| 12/11/2024 | 0.79% | 77.13 % | 77.74 % | 60,000 | 60,000 | 60,000 | 59,119 | 46,303 CHF | 45,991 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 78.90 % | 79.53 % | 60,000 | 60,000 | 60,000 | 60,000 | 47,492 CHF | 47,869 CHF | 84.61% | 84.61% |
| 08/11/2024 | 0.79% | 78.25 % | 78.87 % | 60,000 | 60,000 | 60,000 | 60,000 | 47,311 CHF | 47,687 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 79.29 % | 79.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 48,068 CHF | 48,450 CHF | 93.36% | 93.36% |
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