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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 | 1.15% | 85.45 % | 86.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,841 CHF | 87,841 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.15% | 87.95 % | 88.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,612 CHF | 87,612 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.10% | 90.40 % | 91.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,714 CHF | 91,714 CHF | 69.83% | 69.83% |
| 15/11/2024 | 1.08% | 90.85 % | 91.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,945 CHF | 92,945 CHF | 88.07% | 88.07% |
| 14/11/2024 | 1.10% | 90.35 % | 91.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,120 CHF | 91,120 CHF | 28.98% | 28.98% |
| 13/11/2024 | 1.10% | 88.50 % | 89.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,356 CHF | 91,356 CHF | 63.15% | 63.15% |
| 12/11/2024 | 1.07% | 91.15 % | 92.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,837 CHF | 93,837 CHF | 17.23% | 17.23% |
| 11/11/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,664 CHF | 100,661 CHF | 12.04% | 12.04% |
| 08/11/2024 | 1.01% | 97.50 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,207 CHF | 99,207 CHF | 75.89% | 75.89% |
| 07/11/2024 | 0.98% | 102.00 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,120 CHF | 103,122 CHF | 99.16% | 99.16% |
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