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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 | 1.44% | 69.60 % | 70.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,916 CHF | 69,916 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.41% | 69.75 % | 70.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 70,198 CHF | 71,198 CHF | 93.71% | 93.71% |
| 18/11/2024 | 1.36% | 71.40 % | 72.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,895 CHF | 73,895 CHF | 78.44% | 78.44% |
| 15/11/2024 | 1.33% | 73.60 % | 74.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,572 CHF | 75,572 CHF | 88.10% | 88.10% |
| 14/11/2024 | 1.33% | 75.15 % | 76.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,649 CHF | 75,649 CHF | 29.30% | 29.30% |
| 13/11/2024 | 1.36% | 74.30 % | 75.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,042 CHF | 74,042 CHF | 75.05% | 75.05% |
| 12/11/2024 | 1.37% | 72.50 % | 73.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,607 CHF | 73,607 CHF | 50.46% | 50.46% |
| 11/11/2024 | 1.40% | 72.10 % | 73.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,128 CHF | 72,128 CHF | 80.19% | 80.19% |
| 08/11/2024 | 1.38% | 71.35 % | 72.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,807 CHF | 72,807 CHF | 86.80% | 86.80% |
| 07/11/2024 | 1.38% | 72.00 % | 73.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 71,884 CHF | 72,884 CHF | 97.20% | 97.20% |
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