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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% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,644 CHF | 100,644 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,494 CHF | 100,490 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,627 CHF | 100,626 CHF | 71.00% | 71.00% |
| 15/11/2024 | 0.99% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,753 CHF | 100,749 CHF | 92.84% | 92.84% |
| 14/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,986 CHF | 100,985 CHF | 63.63% | 63.63% |
| 13/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,049 CHF | 101,052 CHF | 73.96% | 73.96% |
| 12/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,186 CHF | 101,187 CHF | 50.31% | 50.31% |
| 11/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,371 CHF | 101,371 CHF | 80.23% | 80.23% |
| 08/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,232 CHF | 101,232 CHF | 86.77% | 86.77% |
| 07/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,262 CHF | 101,262 CHF | 99.16% | 99.16% |
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