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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% | 92.59 % | 93.32 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,724 CHF | 56,167 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 92.66 % | 93.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,784 CHF | 56,227 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 93.55 % | 94.29 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,957 CHF | 56,401 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 92.92 % | 93.66 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,737 CHF | 56,180 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 92.31 % | 93.04 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,208 CHF | 55,646 CHF | 99.67% | 99.67% |
| 13/11/2024 | 0.79% | 90.20 % | 90.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 53,992 CHF | 54,419 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 89.87 % | 90.58 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,384 CHF | 54,816 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 91.13 % | 91.85 % | 60,000 | 60,000 | 60,000 | 60,000 | 54,881 CHF | 55,317 CHF | 84.61% | 84.61% |
| 08/11/2024 | 0.79% | 91.05 % | 91.77 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,149 CHF | 55,586 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 92.72 % | 93.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,793 CHF | 56,237 CHF | 100.00% | 100.00% |
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