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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 | 1.63% | 60.85 % | 61.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,981 CHF | 61,981 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.61% | 61.55 % | 62.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,509 CHF | 62,509 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.57% | 63.00 % | 64.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 63,326 CHF | 64,326 CHF | 80.12% | 80.12% |
| 15/11/2024 | 1.58% | 63.25 % | 64.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,938 CHF | 63,938 CHF | 92.83% | 92.83% |
| 14/11/2024 | 1.60% | 62.25 % | 63.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 61,807 CHF | 62,807 CHF | 65.45% | 65.45% |
| 13/11/2024 | 1.64% | 60.60 % | 61.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,299 CHF | 61,299 CHF | 63.49% | 63.49% |
| 12/11/2024 | 1.65% | 60.25 % | 61.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 60,278 CHF | 61,278 CHF | 15.16% | 15.16% |
| 11/11/2024 | 1.60% | 62.20 % | 63.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,172 CHF | 63,172 CHF | 80.33% | 80.33% |
| 08/11/2024 | 1.59% | 61.40 % | 62.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 62,376 CHF | 63,376 CHF | 75.16% | 75.16% |
| 07/11/2024 | 1.49% | 67.00 % | 68.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,742 CHF | 67,742 CHF | 99.16% | 99.16% |
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