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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 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,789 CHF | 98,789 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,265 CHF | 98,265 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,882 CHF | 98,882 CHF | 70.19% | 70.19% |
| 15/11/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,678 CHF | 98,678 CHF | 88.15% | 88.15% |
| 14/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,393 CHF | 99,393 CHF | 65.22% | 65.22% |
| 13/11/2024 | 1.01% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,034 CHF | 99,034 CHF | 73.97% | 73.97% |
| 12/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,048 CHF | 99,048 CHF | 51.35% | 51.35% |
| 11/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,479 CHF | 99,479 CHF | 81.46% | 81.46% |
| 08/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,294 CHF | 99,294 CHF | 86.88% | 86.88% |
| 07/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,357 CHF | 99,357 CHF | 99.16% | 99.16% |
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