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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% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,469 CHF | 100,473 CHF | 98.15% | 98.15% |
| 19/11/2024 | 0.99% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,504 CHF | 100,498 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,453 CHF | 100,451 CHF | 71.34% | 71.34% |
| 15/11/2024 | 1.01% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,388 CHF | 100,394 CHF | 92.84% | 92.84% |
| 14/11/2024 | 0.98% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,494 CHF | 100,476 CHF | 63.42% | 63.42% |
| 13/11/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,102 CHF | 100,108 CHF | 74.95% | 74.95% |
| 12/11/2024 | 0.99% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,181 CHF | 100,163 CHF | 50.62% | 50.62% |
| 11/11/2024 | 0.99% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,432 CHF | 100,423 CHF | 78.83% | 78.83% |
| 08/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,467 CHF | 100,470 CHF | 87.00% | 87.00% |
| 07/11/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,600 CHF | 100,592 CHF | 99.16% | 99.16% |
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