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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% | 95.71 % | 96.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,475 CHF | 57,931 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 95.60 % | 96.36 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,516 CHF | 57,972 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 95.95 % | 96.71 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,488 CHF | 57,944 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 95.46 % | 96.22 % | 60,000 | 60,000 | 60,000 | 59,575 | 57,287 CHF | 57,336 CHF | 95.94% | 95.94% |
| 14/11/2024 | 0.79% | 94.91 % | 95.66 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,631 CHF | 57,081 CHF | 99.69% | 99.69% |
| 13/11/2024 | 0.79% | 94.60 % | 95.35 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,178 CHF | 57,633 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 94.87 % | 95.62 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,186 CHF | 57,639 CHF | 99.73% | 99.73% |
| 11/11/2024 | 0.79% | 96.16 % | 96.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,978 CHF | 58,439 CHF | 84.62% | 84.62% |
| 08/11/2024 | 0.79% | 97.04 % | 97.81 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,762 CHF | 59,230 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 99.56 % | 100.35 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,571 CHF | 60,044 CHF | 88.33% | 88.33% |
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