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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 | 1.11% | 89.04 % | 90.04 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,530 CHF | 90,530 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.11% | 89.32 % | 90.32 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,711 CHF | 90,711 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.08% | 91.96 % | 92.96 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,746 CHF | 92,746 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.09% | 90.79 % | 91.79 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,536 CHF | 92,536 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.07% | 93.30 % | 94.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,589 CHF | 93,589 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.09% | 91.20 % | 92.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,327 CHF | 92,327 CHF | 99.20% | 99.20% |
| 12/11/2024 | 1.08% | 91.53 % | 92.53 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,967 CHF | 92,967 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.06% | 93.08 % | 94.08 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,526 CHF | 94,526 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.07% | 92.99 % | 93.99 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,255 CHF | 94,255 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.06% | 93.31 % | 94.31 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,643 CHF | 94,643 CHF | 100.00% | 100.00% |
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