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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 | - | 60.46 % | - % | 60,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.11% |
| 19/11/2024 | 3.94% | 60.00 % | 69.42 % | 60,000 | 60,000 | 53,302 | 60,000 | 39,877 CHF | 46,644 CHF | 29.81% | 98.14% |
| 18/11/2024 | 3.75% | 80.63 % | 83.63 % | 60,000 | 60,000 | 32,834 | 60,000 | 25,894 CHF | 48,883 CHF | 81.88% | 99.83% |
| 15/11/2024 | 3.52% | 83.29 % | 86.29 % | 60,000 | 60,000 | 46,626 | 60,000 | 39,657 CHF | 52,920 CHF | 92.00% | 93.11% |
| 14/11/2024 | 0.79% | 86.79 % | 98.40 % | 50,000 | 60,000 | 53,069 | 60,000 | 46,360 CHF | 52,802 CHF | 66.81% | 93.48% |
| 13/11/2024 | 0.79% | 99.03 % | 99.82 % | 60,000 | 60,000 | 54,377 | 60,000 | 54,014 CHF | 60,083 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 99.15 % | 99.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,695 CHF | 60,169 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 99.94 % | 100.73 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,041 CHF | 60,515 CHF | 84.67% | 84.67% |
| 08/11/2024 | 0.79% | 100.13 % | 100.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,944 CHF | 60,418 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.69 % | 101.49 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,314 CHF | 60,794 CHF | 100.00% | 100.00% |
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