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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 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,574 CHF | 99,574 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,317 CHF | 99,317 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,993 CHF | 99,992 CHF | 69.90% | 69.90% |
| 15/11/2024 | 1.00% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,969 CHF | 99,967 CHF | 88.19% | 88.19% |
| 14/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,313 CHF | 100,309 CHF | 63.18% | 63.18% |
| 13/11/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,927 CHF | 99,927 CHF | 75.61% | 75.61% |
| 12/11/2024 | 1.00% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,976 CHF | 99,975 CHF | 51.01% | 51.01% |
| 11/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,342 CHF | 100,344 CHF | 77.79% | 77.79% |
| 08/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,086 CHF | 100,089 CHF | 86.80% | 86.80% |
| 07/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,396 CHF | 100,400 CHF | 99.16% | 99.16% |
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