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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% | 100.83 % | 101.63 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,553 CHF | 61,033 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 100.71 % | 101.51 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,446 CHF | 60,926 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.91 % | 101.71 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,649 CHF | 61,129 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 101.22 % | 102.02 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,798 CHF | 61,279 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.96 % | 101.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,576 CHF | 61,056 CHF | 99.71% | 99.71% |
| 13/11/2024 | 0.79% | 100.72 % | 101.52 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,433 CHF | 60,913 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.80 % | 101.60 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,687 CHF | 61,167 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 101.31 % | 102.11 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,746 CHF | 61,226 CHF | 84.60% | 84.60% |
| 08/11/2024 | 0.79% | 101.02 % | 101.82 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,570 CHF | 61,050 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.63 % | 101.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,320 CHF | 60,800 CHF | 100.00% | 100.00% |
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