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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 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,770 CHF | 99,770 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,671 CHF | 99,672 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,888 CHF | 99,887 CHF | 70.83% | 70.83% |
| 15/11/2024 | 1.00% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,019 CHF | 100,018 CHF | 88.16% | 88.16% |
| 14/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,003 CHF | 99,996 CHF | 63.44% | 63.44% |
| 13/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,915 CHF | 99,915 CHF | 75.53% | 75.53% |
| 12/11/2024 | 0.99% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,193 CHF | 100,185 CHF | 50.33% | 50.33% |
| 11/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,410 CHF | 100,415 CHF | 80.14% | 80.14% |
| 08/11/2024 | 1.01% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,427 CHF | 100,431 CHF | 86.77% | 86.77% |
| 07/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,564 CHF | 100,566 CHF | 99.16% | 99.16% |
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