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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% | 99.35 % | 100.14 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,712 CHF | 60,186 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 99.28 % | 100.07 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,528 CHF | 60,002 CHF | 95.31% | 95.31% |
| 18/11/2024 | 0.79% | 101.12 % | 101.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,596 CHF | 61,076 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.99 % | 101.79 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,784 CHF | 61,264 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 101.55 % | 102.36 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,900 CHF | 61,383 CHF | 99.70% | 99.70% |
| 13/11/2024 | 0.79% | 101.17 % | 101.97 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,750 CHF | 61,230 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 101.41 % | 102.21 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,947 CHF | 61,433 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 101.75 % | 102.56 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,047 CHF | 61,533 CHF | 84.60% | 84.60% |
| 08/11/2024 | 0.79% | 101.43 % | 102.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,870 CHF | 61,351 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 101.59 % | 102.40 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,890 CHF | 61,373 CHF | 100.00% | 100.00% |
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