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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 | 4.22% | 29.20 % | 30.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 150,757 CHF | 157,257 CHF | 99.37% | 99.37% |
| 19/11/2024 | 4.10% | 31.10 % | 32.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 155,141 CHF | 161,641 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.11% | 30.70 % | 32.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 154,862 CHF | 161,362 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.09% | 32.40 % | 33.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 167,058 CHF | 174,026 CHF | 99.04% | 99.04% |
| 14/11/2024 | 3.91% | 35.30 % | 36.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 175,637 CHF | 182,647 CHF | 99.10% | 99.10% |
| 13/11/2024 | 4.01% | 33.60 % | 35.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 167,202 CHF | 174,037 CHF | 99.67% | 99.67% |
| 12/11/2024 | 2.73% | 34.10 % | 35.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 181,205 CHF | 186,223 CHF | 93.51% | 93.51% |
| 11/11/2024 | 2.69% | 38.50 % | 39.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 188,278 CHF | 193,410 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.76% | 40.10 % | 41.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 192,375 CHF | 197,761 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.68% | 37.40 % | 38.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 192,382 CHF | 197,614 CHF | 73.71% | 73.71% |
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