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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 | 1.19% | 82.80 % | 83.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,256 CHF | 84,256 CHF | 97.25% | 97.25% |
| 19/11/2024 | 1.20% | 82.65 % | 83.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,602 CHF | 83,602 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.19% | 83.70 % | 84.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,414 CHF | 84,414 CHF | 70.32% | 70.32% |
| 15/11/2024 | 1.18% | 83.35 % | 84.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,341 CHF | 85,341 CHF | 87.96% | 87.96% |
| 14/11/2024 | 1.18% | 84.85 % | 85.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,573 CHF | 85,573 CHF | 63.17% | 63.17% |
| 13/11/2024 | 1.20% | 83.05 % | 84.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,019 CHF | 84,019 CHF | 63.84% | 63.84% |
| 12/11/2024 | 1.19% | 83.55 % | 84.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,874 CHF | 84,874 CHF | 29.56% | 29.56% |
| 11/11/2024 | 1.17% | 85.10 % | 86.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,178 CHF | 86,178 CHF | 12.10% | 12.10% |
| 08/11/2024 | 1.17% | 84.65 % | 85.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,274 CHF | 86,274 CHF | 75.78% | 75.78% |
| 07/11/2024 | 1.13% | 87.80 % | 88.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,641 CHF | 88,641 CHF | 99.16% | 99.16% |
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