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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% | 97.20 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,428 CHF | 98,428 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,240 CHF | 98,240 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,528 CHF | 98,528 CHF | 80.94% | 80.94% |
| 15/11/2024 | 1.02% | 97.20 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,500 CHF | 98,500 CHF | 92.82% | 92.82% |
| 14/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,007 CHF | 99,007 CHF | 65.27% | 65.27% |
| 13/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,585 CHF | 98,585 CHF | 74.59% | 74.59% |
| 12/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,751 CHF | 98,751 CHF | 50.12% | 50.12% |
| 11/11/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,979 CHF | 98,979 CHF | 79.55% | 79.55% |
| 08/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,709 CHF | 98,709 CHF | 86.79% | 86.79% |
| 07/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,599 CHF | 98,599 CHF | 99.16% | 99.16% |
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