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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 | 1.34% | 72.25 % | 73.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,035 CHF | 75,035 CHF | 97.25% | 97.25% |
| 19/11/2024 | 1.47% | 71.30 % | 72.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,777 CHF | 68,777 CHF | 80.39% | 80.39% |
| 18/11/2024 | 1.31% | 80.25 % | 81.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,026 CHF | 77,026 CHF | 64.19% | 64.19% |
| 15/11/2024 | 1.18% | 82.80 % | 83.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,039 CHF | 85,039 CHF | 81.37% | 81.37% |
| 14/11/2024 | 1.18% | 86.30 % | 87.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,106 CHF | 85,106 CHF | 29.56% | 29.56% |
| 13/11/2024 | 1.04% | 94.80 % | 95.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,806 CHF | 96,806 CHF | 74.75% | 74.75% |
| 12/11/2024 | 1.04% | 96.00 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,696 CHF | 96,696 CHF | 51.06% | 51.06% |
| 11/11/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,051 CHF | 98,051 CHF | 81.18% | 81.18% |
| 08/11/2024 | 1.03% | 96.95 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,327 CHF | 97,327 CHF | 86.81% | 86.81% |
| 07/11/2024 | 1.00% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,040 CHF | 100,035 CHF | 99.16% | 99.16% |
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