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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% | 95.60 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,228 CHF | 96,952 CHF | 62.25% | 62.25% |
| 19/11/2024 | 0.75% | 95.70 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,153 CHF | 95,873 CHF | 92.93% | 92.93% |
| 18/11/2024 | 0.75% | 96.05 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,352 CHF | 98,082 CHF | 76.62% | 76.62% |
| 15/11/2024 | 0.75% | 98.55 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,651 CHF | 99,396 CHF | 92.00% | 92.00% |
| 14/11/2024 | 0.75% | 98.55 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,562 CHF | 98,295 CHF | 52.41% | 52.41% |
| 13/11/2024 | 0.75% | 96.70 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,956 CHF | 97,688 CHF | 73.58% | 73.58% |
| 12/11/2024 | 0.75% | 96.75 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,341 CHF | 98,072 CHF | 90.79% | 90.79% |
| 11/11/2024 | 0.75% | 98.25 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,693 CHF | 99,437 CHF | 91.70% | 91.70% |
| 08/11/2024 | 0.76% | 98.25 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,483 CHF | 99,230 CHF | 55.14% | 55.14% |
| 07/11/2024 | 0.75% | 99.45 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,644 CHF | 100,392 CHF | 74.40% | 74.40% |
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