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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 | 1.62% | 61.25 % | 62.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,344 CHF | 62,344 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.60% | 61.95 % | 62.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,880 CHF | 62,880 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.56% | 63.35 % | 64.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,629 CHF | 64,629 CHF | 69.91% | 69.91% |
| 15/11/2024 | 1.57% | 63.45 % | 64.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,230 CHF | 64,230 CHF | 88.35% | 88.35% |
| 14/11/2024 | 1.60% | 62.55 % | 63.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,144 CHF | 63,144 CHF | 65.45% | 65.45% |
| 13/11/2024 | 1.64% | 60.95 % | 61.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,655 CHF | 61,655 CHF | 75.54% | 75.54% |
| 12/11/2024 | 1.64% | 60.10 % | 61.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,535 CHF | 61,535 CHF | 50.31% | 50.31% |
| 11/11/2024 | 1.59% | 62.50 % | 63.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,487 CHF | 63,487 CHF | 80.33% | 80.33% |
| 08/11/2024 | 1.58% | 61.70 % | 62.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,658 CHF | 63,658 CHF | 75.84% | 75.84% |
| 07/11/2024 | 1.48% | 67.15 % | 68.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,890 CHF | 67,890 CHF | 99.16% | 99.16% |
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