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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 | 4.75% | 13.27 % | 13.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 68,784 CHF | 72,134 CHF | 99.37% | 99.37% |
| 19/11/2024 | 4.62% | 14.17 % | 14.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 70,799 CHF | 74,149 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.62% | 14.07 % | 14.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 70,799 CHF | 74,149 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.28% | 14.77 % | 15.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 76,546 CHF | 79,895 CHF | 99.04% | 99.04% |
| 14/11/2024 | 4.08% | 16.17 % | 16.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 80,467 CHF | 83,817 CHF | 99.10% | 99.10% |
| 13/11/2024 | 4.07% | 15.37 % | 16.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 76,745 CHF | 79,938 CHF | 99.67% | 99.67% |
| 12/11/2024 | 1.60% | 15.77 % | 16.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 83,917 CHF | 85,267 CHF | 93.51% | 93.51% |
| 11/11/2024 | 1.55% | 17.67 % | 17.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 86,637 CHF | 87,987 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.50% | 18.47 % | 18.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 89,124 CHF | 90,474 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.51% | 17.17 % | 17.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 88,686 CHF | 90,036 CHF | 73.71% | 73.71% |
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