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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 | 1.04% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,606 CHF | 96,606 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,405 CHF | 96,405 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.04% | 96.25 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,036 CHF | 97,036 CHF | 80.48% | 80.48% |
| 15/11/2024 | 1.03% | 95.55 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,172 CHF | 97,172 CHF | 88.20% | 88.20% |
| 14/11/2024 | 1.04% | 96.00 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,006 CHF | 97,006 CHF | 65.45% | 65.45% |
| 13/11/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,985 CHF | 96,985 CHF | 74.61% | 74.61% |
| 12/11/2024 | 1.03% | 96.20 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,492 CHF | 97,492 CHF | 50.12% | 50.12% |
| 11/11/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,182 CHF | 99,182 CHF | 79.69% | 79.69% |
| 08/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,956 CHF | 98,956 CHF | 86.81% | 86.81% |
| 07/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,716 CHF | 99,715 CHF | 99.16% | 99.16% |
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