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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 | 1.43% | 33.64 % | 34.14 % | 20,000 | 200,000 | 20,000 | 200,000 | 6,933 CHF | 70,333 CHF | 99.99% | 99.99% |
| 19/11/2024 | 1.40% | 35.48 % | 35.98 % | 20,000 | 200,000 | 20,000 | 200,000 | 7,076 CHF | 71,758 CHF | 99.91% | 99.91% |
| 18/11/2024 | 1.40% | 35.24 % | 35.74 % | 20,000 | 200,000 | 20,000 | 200,000 | 7,077 CHF | 71,768 CHF | 99.99% | 99.99% |
| 15/11/2024 | 1.33% | 36.43 % | 36.93 % | 20,000 | 200,000 | 20,000 | 200,000 | 7,497 CHF | 75,966 CHF | 99.98% | 99.98% |
| 14/11/2024 | 1.27% | 39.22 % | 39.72 % | 20,000 | 200,000 | 20,000 | 200,000 | 7,827 CHF | 79,273 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.32% | 37.83 % | 38.33 % | 20,000 | 200,000 | 20,000 | 200,000 | 7,531 CHF | 76,309 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.24% | 37.95 % | 38.45 % | 20,000 | 200,000 | 20,000 | 200,000 | 8,009 CHF | 81,089 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.21% | 41.87 % | 42.37 % | 20,000 | 200,000 | 20,000 | 200,000 | 8,233 CHF | 83,329 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.18% | 43.55 % | 44.05 % | 20,000 | 200,000 | 20,000 | 200,000 | 8,441 CHF | 85,413 CHF | 99.97% | 99.97% |
| 07/11/2024 | 1.19% | 41.08 % | 41.58 % | 20,000 | 200,000 | 20,000 | 200,000 | 8,373 CHF | 84,732 CHF | 99.46% | 99.46% |
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