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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 | 1.09% | 91.30 % | 92.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,367 CHF | 92,367 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.11% | 90.60 % | 91.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,995 CHF | 90,995 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.10% | 90.10 % | 91.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,062 CHF | 91,062 CHF | 70.70% | 70.70% |
| 15/11/2024 | 1.06% | 91.05 % | 92.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,721 CHF | 94,721 CHF | 87.98% | 87.98% |
| 14/11/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,110 CHF | 98,110 CHF | 63.17% | 63.17% |
| 13/11/2024 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,494 CHF | 97,494 CHF | 75.51% | 75.51% |
| 12/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,115 CHF | 98,115 CHF | 50.34% | 50.34% |
| 11/11/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,881 CHF | 97,881 CHF | 79.44% | 79.44% |
| 08/11/2024 | 1.04% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,862 CHF | 96,862 CHF | 86.78% | 86.78% |
| 07/11/2024 | 1.04% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,366 CHF | 96,366 CHF | 99.16% | 99.16% |
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