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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% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,993 CHF | 98,993 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,927 CHF | 98,927 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,156 CHF | 99,156 CHF | 69.95% | 69.95% |
| 15/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,177 CHF | 99,177 CHF | 88.16% | 88.16% |
| 14/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,307 CHF | 99,307 CHF | 63.18% | 63.18% |
| 13/11/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,005 CHF | 99,005 CHF | 75.61% | 75.61% |
| 12/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,952 CHF | 98,952 CHF | 49.56% | 49.56% |
| 11/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,360 CHF | 99,360 CHF | 61.72% | 61.72% |
| 08/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,115 CHF | 99,115 CHF | 86.73% | 86.73% |
| 07/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,266 CHF | 99,266 CHF | 99.16% | 99.16% |
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