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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 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,916 CHF | 99,916 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.01% | 98.48 % | 99.48 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,412 CHF | 99,412 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 98.14 % | 99.14 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,064 CHF | 99,064 CHF | 99.82% | 99.82% |
| 15/11/2024 | 1.02% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,955 CHF | 98,955 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,961 CHF | 98,961 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,472 CHF | 97,472 CHF | 99.24% | 99.24% |
| 12/11/2024 | 1.03% | 96.17 % | 97.17 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,320 CHF | 97,320 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 96.79 % | 97.79 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,671 CHF | 97,671 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 96.33 % | 97.33 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,606 CHF | 97,606 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 96.24 % | 97.24 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,466 CHF | 97,466 CHF | 100.00% | 100.00% |
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