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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 | 1.16% | 84.75 % | 85.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,863 CHF | 86,863 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.17% | 86.25 % | 87.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,025 CHF | 86,025 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.14% | 87.15 % | 88.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,156 CHF | 88,156 CHF | 69.09% | 69.09% |
| 15/11/2024 | 1.13% | 87.20 % | 88.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,032 CHF | 89,032 CHF | 88.18% | 88.18% |
| 14/11/2024 | 1.15% | 86.90 % | 87.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,451 CHF | 87,451 CHF | 28.98% | 28.98% |
| 13/11/2024 | 1.13% | 86.90 % | 87.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,346 CHF | 89,346 CHF | 61.68% | 61.68% |
| 12/11/2024 | 1.10% | 90.00 % | 91.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,659 CHF | 91,659 CHF | 17.92% | 17.92% |
| 11/11/2024 | 1.05% | 94.25 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,586 CHF | 95,586 CHF | 80.32% | 80.32% |
| 08/11/2024 | 1.06% | 93.30 % | 94.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,823 CHF | 94,823 CHF | 86.82% | 86.82% |
| 07/11/2024 | 1.05% | 95.75 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,049 CHF | 96,049 CHF | 34.66% | 99.16% |
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