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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 | 0.95% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 CHF | 100,500 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.05% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 CHF | 100,600 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,600 CHF | 70.84% | 70.84% |
| 15/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,600 CHF | 88.18% | 88.18% |
| 14/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,600 CHF | 63.21% | 63.21% |
| 13/11/2024 | 0.96% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,639 CHF | 100,600 CHF | 74.94% | 74.94% |
| 12/11/2024 | 0.97% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,630 CHF | 100,600 CHF | 51.27% | 51.27% |
| 11/11/2024 | 1.01% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,626 CHF | 100,636 CHF | 80.13% | 80.13% |
| 08/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,700 CHF | 86.91% | 86.91% |
| 07/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,700 CHF | 99.16% | 99.16% |
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