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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 | 1.85% | 53.35 % | 54.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,451 CHF | 54,451 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.84% | 54.00 % | 55.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,918 CHF | 54,918 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.79% | 55.20 % | 56.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,468 CHF | 56,468 CHF | 70.48% | 70.48% |
| 15/11/2024 | 1.80% | 55.30 % | 56.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,130 CHF | 56,130 CHF | 87.94% | 87.94% |
| 14/11/2024 | 1.83% | 54.55 % | 55.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,173 CHF | 55,173 CHF | 65.64% | 65.64% |
| 13/11/2024 | 1.87% | 53.15 % | 54.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,879 CHF | 53,879 CHF | 75.61% | 75.61% |
| 12/11/2024 | 1.88% | 52.40 % | 53.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,783 CHF | 53,783 CHF | 51.01% | 51.01% |
| 11/11/2024 | 1.82% | 54.50 % | 55.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,486 CHF | 55,486 CHF | 80.23% | 80.23% |
| 08/11/2024 | 1.81% | 53.85 % | 54.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,654 CHF | 55,654 CHF | 75.94% | 75.94% |
| 07/11/2024 | 1.70% | 58.60 % | 59.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,399 CHF | 59,399 CHF | 99.16% | 99.16% |
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