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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% | 102.08 % | 102.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,103 CHF | 61,589 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 101.79 % | 102.60 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,087 CHF | 61,573 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 101.76 % | 102.57 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,126 CHF | 61,612 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 102.11 % | 102.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,557 CHF | 62,043 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 102.84 % | 103.66 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,350 CHF | 61,837 CHF | 99.70% | 99.70% |
| 13/11/2024 | 0.79% | 102.02 % | 102.83 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,384 CHF | 61,870 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 102.62 % | 103.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,426 CHF | 61,912 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 102.30 % | 103.11 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,462 CHF | 61,948 CHF | 84.58% | 84.58% |
| 08/11/2024 | 1.17% | 102.42 % | 103.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,283 CHF | 62,005 CHF | 99.98% | 99.98% |
| 07/11/2024 | 3.00% | 101.17 % | 104.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,305 CHF | 62,144 CHF | 100.00% | 100.00% |
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