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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 | 1.05% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,150 CHF | 100,200 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 99.15 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,178 CHF | 100,185 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,200 CHF | 100,200 CHF | 70.92% | 70.92% |
| 15/11/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,191 CHF | 100,200 CHF | 92.60% | 92.60% |
| 14/11/2024 | 0.97% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,230 CHF | 100,201 CHF | 62.62% | 62.62% |
| 13/11/2024 | 0.98% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,249 CHF | 100,231 CHF | 75.54% | 75.54% |
| 12/11/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,194 CHF | 100,200 CHF | 50.31% | 50.31% |
| 11/11/2024 | 0.99% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,247 CHF | 100,233 CHF | 79.04% | 79.04% |
| 08/11/2024 | 1.00% | 99.15 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,120 CHF | 100,118 CHF | 86.82% | 86.82% |
| 07/11/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,170 CHF | 100,175 CHF | 99.16% | 99.16% |
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