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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% | 83.00 % | 84.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,068 CHF | 84,068 CHF | 97.25% | 97.25% |
| 19/11/2024 | 1.18% | 84.25 % | 85.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,013 CHF | 85,013 CHF | 80.50% | 80.50% |
| 18/11/2024 | 1.13% | 87.25 % | 88.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,838 CHF | 88,838 CHF | 66.14% | 66.14% |
| 15/11/2024 | 1.14% | 87.65 % | 88.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,184 CHF | 88,184 CHF | 84.54% | 84.54% |
| 14/11/2024 | 1.17% | 85.55 % | 86.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,308 CHF | 86,308 CHF | 28.93% | 28.93% |
| 13/11/2024 | 1.23% | 81.60 % | 82.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,826 CHF | 81,826 CHF | 63.91% | 63.91% |
| 12/11/2024 | 1.23% | 80.60 % | 81.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,665 CHF | 81,665 CHF | 14.21% | 14.21% |
| 11/11/2024 | 1.18% | 84.95 % | 85.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,362 CHF | 85,362 CHF | 11.53% | 11.53% |
| 08/11/2024 | 1.16% | 83.55 % | 84.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,558 CHF | 86,558 CHF | 75.22% | 75.22% |
| 07/11/2024 | 1.08% | 91.90 % | 92.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,705 CHF | 92,705 CHF | 99.16% | 99.16% |
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