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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 | 1.00% | 58.71 % | 59.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,875 CHF | 149,359 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 59.56 % | 60.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,901 CHF | 149,383 CHF | 99.58% | 99.58% |
| 18/11/2024 | 1.00% | 60.52 % | 61.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 151,498 CHF | 153,024 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 60.83 % | 61.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 152,850 CHF | 154,385 CHF | 99.94% | 99.94% |
| 14/11/2024 | 1.00% | 60.49 % | 61.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,375 CHF | 151,888 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 60.18 % | 60.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 150,445 CHF | 151,956 CHF | 99.92% | 99.92% |
| 12/11/2024 | 1.00% | 60.47 % | 61.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 151,943 CHF | 153,468 CHF | 20.80% | 20.80% |
| 11/11/2024 | 1.00% | 64.44 % | 65.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 162,311 CHF | 163,940 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 63.79 % | 64.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,027 CHF | 162,644 CHF | 99.93% | 99.93% |
| 07/11/2024 | 1.00% | 67.14 % | 67.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,297 CHF | 170,999 CHF | 100.00% | 100.00% |
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