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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% | 96.05 % | 96.81 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,928 CHF | 58,389 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 96.10 % | 96.86 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,909 CHF | 58,370 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 96.87 % | 97.64 % | 60,000 | 60,000 | 57,942 | 60,000 | 55,863 CHF | 58,304 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 96.57 % | 97.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,067 CHF | 58,529 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 97.00 % | 97.77 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,045 CHF | 58,506 CHF | 99.70% | 99.70% |
| 13/11/2024 | 0.79% | 95.24 % | 96.00 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,434 CHF | 57,890 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 95.57 % | 96.33 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,534 CHF | 57,990 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 96.40 % | 97.16 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,899 CHF | 58,359 CHF | 84.64% | 84.64% |
| 08/11/2024 | 0.79% | 96.41 % | 97.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,128 CHF | 58,589 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 97.22 % | 97.99 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,504 CHF | 58,968 CHF | 100.00% | 100.00% |
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