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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% | 97.47 % | 98.47 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,721 CHF | 98,721 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 97.21 % | 98.21 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,217 CHF | 98,217 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 97.42 % | 98.42 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,400 CHF | 98,400 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.02% | 97.31 % | 98.31 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,456 CHF | 98,456 CHF | 100.00% | 100.00% |
| 14/11/2024 | - | 97.65 % | 98.65 % | 100,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 13/11/2024 | 1.01% | 98.17 % | 99.17 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,251 CHF | 99,251 CHF | 99.41% | 99.41% |
| 12/11/2024 | 1.01% | 98.31 % | 99.31 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,612 CHF | 99,612 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,007 CHF | 100,007 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.01% | 98.29 % | 99.29 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,396 CHF | 99,396 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.01% | 98.67 % | 99.67 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,591 CHF | 99,591 CHF | 100.00% | 100.00% |
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