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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 | 0.78% | 89.32 % | 90.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,668 CHF | 135,718 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.78% | 89.94 % | 90.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,816 CHF | 135,866 CHF | 89.40% | 89.40% |
| 18/11/2024 | 0.77% | 90.33 % | 91.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,013 CHF | 136,063 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.77% | 90.64 % | 91.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,709 CHF | 137,759 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 91.80 % | 92.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,728 CHF | 138,778 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.76% | 91.25 % | 91.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,845 CHF | 137,895 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.76% | 91.72 % | 92.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,049 CHF | 139,099 CHF | 98.71% | 98.71% |
| 11/11/2024 | 0.76% | 92.33 % | 93.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 138,427 CHF | 139,477 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.76% | 91.81 % | 92.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,349 CHF | 138,399 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.76% | 91.45 % | 92.15 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,308 CHF | 138,358 CHF | 100.00% | 100.00% |
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