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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 | 3.00% | 96.91 % | 99.86 % | 100,000 | 50,000 | 100,000 | 50,000 | 97,433 CHF | 50,200 CHF | 99.95% | 99.95% |
| 19/11/2024 | 2.54% | 97.25 % | 100.21 % | 100,000 | 50,000 | 131,325 | 91,767 | 128,639 CHF | 91,701 CHF | 99.69% | 99.69% |
| 18/11/2024 | 0.81% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,941 CHF | 246,941 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.06 % | 97.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,886 CHF | 243,886 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.83% | 95.70 % | 96.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,865 CHF | 240,865 CHF | 99.94% | 99.94% |
| 13/11/2024 | 0.82% | 95.83 % | 96.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,637 CHF | 243,637 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.83% | 95.86 % | 96.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,919 CHF | 241,919 CHF | 21.31% | 21.31% |
| 11/11/2024 | 0.82% | 96.99 % | 97.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,110 CHF | 246,110 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.73 % | 98.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,085 CHF | 248,085 CHF | 99.98% | 99.98% |
| 07/11/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,664 CHF | 249,664 CHF | 100.00% | 100.00% |
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