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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 | 1.20% | 81.50 % | 82.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,814 CHF | 83,814 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.19% | 82.60 % | 83.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,514 CHF | 84,514 CHF | 81.64% | 81.64% |
| 18/11/2024 | 1.16% | 85.60 % | 86.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,780 CHF | 86,780 CHF | 59.66% | 59.66% |
| 15/11/2024 | 1.15% | 85.40 % | 86.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,159 CHF | 87,159 CHF | 92.83% | 92.83% |
| 14/11/2024 | 1.16% | 85.85 % | 86.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,911 CHF | 86,911 CHF | 65.45% | 65.45% |
| 13/11/2024 | 1.16% | 85.60 % | 86.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,965 CHF | 86,965 CHF | 74.47% | 74.47% |
| 12/11/2024 | 1.16% | 85.65 % | 86.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,056 CHF | 87,056 CHF | 49.43% | 49.43% |
| 11/11/2024 | 1.15% | 86.60 % | 87.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,275 CHF | 87,275 CHF | 12.05% | 12.05% |
| 08/11/2024 | 1.17% | 85.30 % | 86.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,944 CHF | 85,944 CHF | 86.77% | 86.77% |
| 07/11/2024 | 1.17% | 85.00 % | 86.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,678 CHF | 85,678 CHF | 97.20% | 97.20% |
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