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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 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,941 CHF | 98,941 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,746 CHF | 97,746 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,107 CHF | 99,107 CHF | 70.59% | 70.59% |
| 15/11/2024 | 1.02% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,424 CHF | 98,424 CHF | 88.36% | 88.36% |
| 14/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,955 CHF | 98,955 CHF | 65.28% | 65.28% |
| 13/11/2024 | 1.03% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,801 CHF | 97,801 CHF | 74.10% | 74.10% |
| 12/11/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,716 CHF | 97,716 CHF | 51.23% | 51.23% |
| 11/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,727 CHF | 98,727 CHF | 81.45% | 81.45% |
| 08/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,443 CHF | 98,443 CHF | 86.89% | 86.89% |
| 07/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,717 CHF | 98,717 CHF | 99.16% | 99.16% |
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