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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 | 0.96% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 CHF | 100,408 CHF | 98.15% | 98.15% |
| 19/11/2024 | 0.97% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 CHF | 100,416 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.05% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,453 CHF | 100,500 CHF | 70.60% | 70.60% |
| 15/11/2024 | 1.00% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,482 CHF | 100,480 CHF | 88.14% | 88.14% |
| 14/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,500 CHF | 100,500 CHF | 63.06% | 63.06% |
| 13/11/2024 | 1.03% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,567 CHF | 100,600 CHF | 75.44% | 75.44% |
| 12/11/2024 | 1.03% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,567 CHF | 100,600 CHF | 50.60% | 50.60% |
| 11/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,600 CHF | 79.66% | 79.66% |
| 08/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,600 CHF | 86.82% | 86.82% |
| 07/11/2024 | 0.99% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,608 CHF | 100,600 CHF | 99.16% | 99.16% |
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