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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% | 99.47 % | 100.26 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,798 CHF | 60,272 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 99.43 % | 100.22 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,711 CHF | 60,185 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 99.55 % | 100.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,772 CHF | 60,246 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 99.86 % | 100.65 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,928 CHF | 60,402 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 99.84 % | 100.63 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,872 CHF | 60,346 CHF | 99.68% | 99.68% |
| 13/11/2024 | 0.79% | 99.72 % | 100.51 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,849 CHF | 60,323 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.03 % | 100.82 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,019 CHF | 60,493 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.12 % | 100.91 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,058 CHF | 60,532 CHF | 84.59% | 84.59% |
| 08/11/2024 | 0.79% | 99.93 % | 100.72 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,959 CHF | 60,433 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 99.98 % | 100.77 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,921 CHF | 60,395 CHF | 100.00% | 100.00% |
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