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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 | 1.24% | 79.35 % | 80.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,220 CHF | 81,220 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.24% | 80.90 % | 81.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,970 CHF | 80,970 CHF | 80.50% | 80.50% |
| 18/11/2024 | 1.20% | 82.40 % | 83.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,580 CHF | 83,580 CHF | 67.46% | 67.46% |
| 15/11/2024 | 1.19% | 82.75 % | 83.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,461 CHF | 84,461 CHF | 87.88% | 87.88% |
| 14/11/2024 | 1.21% | 82.50 % | 83.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,365 CHF | 83,365 CHF | 28.09% | 28.09% |
| 13/11/2024 | 1.20% | 82.30 % | 83.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,595 CHF | 83,595 CHF | 61.24% | 61.24% |
| 12/11/2024 | 1.18% | 83.15 % | 84.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,233 CHF | 85,233 CHF | 17.29% | 17.29% |
| 11/11/2024 | 1.13% | 88.15 % | 89.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,283 CHF | 89,283 CHF | 27.60% | 27.60% |
| 08/11/2024 | 1.13% | 87.20 % | 88.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,626 CHF | 88,626 CHF | 75.74% | 75.74% |
| 07/11/2024 | 1.11% | 89.90 % | 90.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,937 CHF | 90,937 CHF | 99.16% | 99.16% |
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