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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 | 0.77% | 77.15 % | 77.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,000 CHF | 78,600 CHF | 87.11% | 87.11% |
| 19/11/2024 | 0.76% | 78.95 % | 79.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,215 CHF | 78,808 CHF | 99.89% | 99.89% |
| 18/11/2024 | 0.75% | 80.80 % | 81.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,876 CHF | 81,483 CHF | 96.26% | 96.26% |
| 15/11/2024 | 0.73% | 81.30 % | 81.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,395 CHF | 81,995 CHF | 36.87% | 36.87% |
| 14/11/2024 | 0.75% | 80.75 % | 81.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,001 CHF | 80,603 CHF | 67.74% | 67.74% |
| 13/11/2024 | 0.75% | 79.05 % | 79.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,113 CHF | 80,713 CHF | 69.39% | 69.39% |
| 12/11/2024 | 0.74% | 81.00 % | 81.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,935 CHF | 82,546 CHF | 74.76% | 74.76% |
| 11/11/2024 | 0.75% | 86.35 % | 87.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,625 CHF | 87,275 CHF | 96.67% | 96.67% |
| 08/11/2024 | 0.75% | 85.20 % | 85.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,817 CHF | 86,464 CHF | 53.69% | 53.69% |
| 07/11/2024 | 0.75% | 87.80 % | 88.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,094 CHF | 88,758 CHF | 90.38% | 90.38% |
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