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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% | 100.47 % | 101.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,246 CHF | 60,726 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 100.29 % | 101.09 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,329 CHF | 60,809 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.12 % | 100.91 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,275 CHF | 60,755 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.44 % | 101.24 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,293 CHF | 60,773 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.45 % | 101.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,179 CHF | 60,659 CHF | 99.70% | 99.70% |
| 13/11/2024 | 0.79% | 100.24 % | 101.04 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,201 CHF | 60,681 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.38 % | 101.18 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,511 CHF | 60,991 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.92 % | 101.72 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,327 CHF | 60,807 CHF | 84.60% | 84.60% |
| 08/11/2024 | 0.79% | 100.59 % | 101.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,498 CHF | 60,977 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.95 % | 101.75 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,976 CHF | 60,451 CHF | 91.49% | 91.49% |
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