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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 | 1.75% | 56.70 % | 57.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,540 CHF | 57,540 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.79% | 56.15 % | 57.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,417 CHF | 56,417 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.82% | 54.90 % | 55.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,398 CHF | 55,398 CHF | 77.84% | 77.84% |
| 15/11/2024 | 1.84% | 53.80 % | 54.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,740 CHF | 54,740 CHF | 92.60% | 92.60% |
| 14/11/2024 | 1.81% | 54.50 % | 55.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,702 CHF | 55,702 CHF | 65.22% | 65.22% |
| 13/11/2024 | 1.75% | 55.95 % | 56.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,528 CHF | 57,528 CHF | 75.03% | 75.03% |
| 12/11/2024 | 1.72% | 56.35 % | 57.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,533 CHF | 58,533 CHF | 51.29% | 51.29% |
| 11/11/2024 | 1.68% | 58.25 % | 59.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 59,142 CHF | 60,142 CHF | 77.71% | 77.71% |
| 08/11/2024 | 1.69% | 58.75 % | 59.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,819 CHF | 59,819 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.72% | 58.70 % | 59.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,802 CHF | 58,802 CHF | 99.16% | 99.16% |
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