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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 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,072 CHF | 100,066 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,992 CHF | 99,991 CHF | 93.72% | 93.72% |
| 18/11/2024 | 0.99% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,071 CHF | 100,061 CHF | 70.87% | 70.87% |
| 15/11/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,995 CHF | 99,993 CHF | 88.09% | 88.09% |
| 14/11/2024 | 1.01% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,144 CHF | 100,148 CHF | 63.19% | 63.19% |
| 13/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,055 CHF | 100,058 CHF | 73.63% | 73.63% |
| 12/11/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,995 CHF | 99,994 CHF | 51.24% | 51.24% |
| 11/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,121 CHF | 100,130 CHF | 77.74% | 77.74% |
| 08/11/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,112 CHF | 100,113 CHF | 86.89% | 86.89% |
| 07/11/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,210 CHF | 100,206 CHF | 99.16% | 99.16% |
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