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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 | 0.80% | 100.10 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,096 CHF | 50,496 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.00% | 99.90 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,931 CHF | 50,431 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 100.20 % | 101.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,056 CHF | 50,556 CHF | 99.05% | 99.05% |
| 15/11/2024 | 0.80% | 99.90 % | 100.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,994 CHF | 50,394 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.79% | 100.40 % | 101.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,165 CHF | 50,565 CHF | 99.92% | 99.92% |
| 13/11/2024 | 1.00% | 99.90 % | 100.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 49,988 CHF | 50,488 CHF | 99.89% | 99.89% |
| 12/11/2024 | 0.99% | 100.00 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,032 CHF | 50,532 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.20 % | 101.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,100 CHF | 50,500 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.00 % | 100.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,010 CHF | 50,410 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.20 % | 101.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,072 CHF | 50,572 CHF | 99.76% | 99.76% |
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