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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 | 0.88% | 90.00 % | 90.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,505 CHF | 91,305 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.88% | 90.30 % | 91.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,337 CHF | 91,137 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.87% | 92.00 % | 92.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,029 CHF | 92,829 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 91.10 % | 91.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,423 CHF | 92,223 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 91.20 % | 92.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,310 CHF | 92,110 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 90.30 % | 91.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,541 CHF | 91,341 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.10% | 89.80 % | 90.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,163 CHF | 91,163 CHF | 100.00% | 100.00% |
| 11/11/2024 | - | 90.80 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 08/11/2024 | - | 91.50 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 07/11/2024 | - | 91.90 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.23% |
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