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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% | 99.50 % | 100.50 % | 100,000 | 50,000 | 100,000 | 50,000 | 99,816 CHF | 50,408 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 100.01 % | 101.01 % | 100,000 | 50,000 | 100,000 | 50,000 | 99,869 CHF | 50,435 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 100.04 % | 101.04 % | 100,000 | 50,000 | 100,000 | 50,000 | 99,877 CHF | 50,438 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 50,000 | 100,000 | 50,000 | 99,866 CHF | 50,433 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 100.74 % | 101.74 % | 100,000 | 50,000 | 100,000 | 50,000 | 100,255 CHF | 50,628 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.86 % | 100.86 % | 100,000 | 50,000 | 100,000 | 50,000 | 99,671 CHF | 50,336 CHF | 99.31% | 99.31% |
| 12/11/2024 | 1.00% | 99.56 % | 100.56 % | 100,000 | 50,000 | 100,000 | 50,000 | 99,922 CHF | 50,461 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 100.16 % | 101.16 % | 100,000 | 50,000 | 100,000 | 50,000 | 100,403 CHF | 50,702 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 100.28 % | 101.28 % | 100,000 | 50,000 | 100,000 | 50,000 | 100,413 CHF | 50,707 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.48 % | 101.48 % | 100,000 | 50,000 | 100,000 | 50,000 | 100,696 CHF | 50,848 CHF | 100.00% | 100.00% |
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