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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 | 1.02% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,468 CHF | 100,484 CHF | 98.15% | 98.15% |
| 19/11/2024 | 0.97% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,475 CHF | 100,450 CHF | 93.72% | 93.72% |
| 18/11/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,536 CHF | 100,524 CHF | 70.75% | 70.75% |
| 15/11/2024 | 0.99% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,552 CHF | 100,539 CHF | 92.82% | 92.82% |
| 14/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,514 CHF | 100,513 CHF | 63.06% | 63.06% |
| 13/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,683 CHF | 100,682 CHF | 73.28% | 73.28% |
| 12/11/2024 | 0.99% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,634 CHF | 100,629 CHF | 49.58% | 49.58% |
| 11/11/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,710 CHF | 100,710 CHF | 78.89% | 78.89% |
| 08/11/2024 | 1.01% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,695 CHF | 100,704 CHF | 86.99% | 86.99% |
| 07/11/2024 | 1.01% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,693 CHF | 100,700 CHF | 99.16% | 99.16% |
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