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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 | 0.75% | 57.30 % | 57.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,599 CHF | 58,032 CHF | 61.65% | 61.65% |
| 19/11/2024 | 0.74% | 57.70 % | 58.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,736 CHF | 58,167 CHF | 94.59% | 94.59% |
| 18/11/2024 | 0.76% | 58.40 % | 58.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,353 CHF | 58,797 CHF | 29.25% | 29.25% |
| 15/11/2024 | 0.73% | 57.80 % | 58.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,814 CHF | 57,231 CHF | 24.10% | 24.10% |
| 14/11/2024 | 0.76% | 56.70 % | 57.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,142 CHF | 57,577 CHF | 82.57% | 82.57% |
| 13/11/2024 | 0.71% | 56.45 % | 56.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,331 CHF | 56,734 CHF | 64.30% | 64.30% |
| 12/11/2024 | 0.76% | 56.15 % | 56.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,099 CHF | 56,527 CHF | 73.68% | 73.68% |
| 11/11/2024 | 0.74% | 56.15 % | 56.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,934 CHF | 56,352 CHF | 69.24% | 69.24% |
| 08/11/2024 | 0.81% | 55.75 % | 56.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,632 CHF | 56,082 CHF | 19.63% | 19.63% |
| 07/11/2024 | 0.73% | 55.05 % | 55.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,071 CHF | 55,477 CHF | 23.00% | 23.00% |
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