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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% | 98.40 % | 99.18 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,037 CHF | 59,505 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 98.19 % | 98.97 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,775 CHF | 59,242 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 97.42 % | 98.19 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,462 CHF | 58,925 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 98.32 % | 99.10 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,467 CHF | 59,939 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.19 % | 100.98 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,111 CHF | 60,585 CHF | 99.70% | 99.70% |
| 13/11/2024 | 0.79% | 100.20 % | 100.99 % | 60,000 | 60,000 | 60,000 | 59,553 | 60,018 CHF | 60,041 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.64 % | 101.44 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,349 CHF | 60,829 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.50 % | 101.30 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,306 CHF | 60,786 CHF | 84.59% | 84.59% |
| 08/11/2024 | 0.79% | 100.09 % | 100.88 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,005 CHF | 60,479 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.11 % | 100.90 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,843 CHF | 60,317 CHF | 100.00% | 100.00% |
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