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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 | 1.00% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 CHF | 100,445 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,413 CHF | 100,419 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.00% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,275 CHF | 100,273 CHF | 71.39% | 71.39% |
| 15/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,077 CHF | 100,084 CHF | 92.86% | 92.86% |
| 14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 13/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,900 CHF | 99,899 CHF | 74.76% | 74.76% |
| 12/11/2024 | 1.00% | 99.15 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,097 CHF | 100,091 CHF | 50.40% | 50.40% |
| 11/11/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,499 CHF | 100,502 CHF | 81.56% | 81.56% |
| 08/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,331 CHF | 100,332 CHF | 86.80% | 86.80% |
| 07/11/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,601 CHF | 100,596 CHF | 99.16% | 99.16% |
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