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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.08% | 92.45 % | 93.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,145 CHF | 93,145 CHF | 98.11% | 98.11% |
| 22/11/2024 | 1.09% | 91.25 % | 92.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,877 CHF | 91,877 CHF | 99.91% | 99.91% |
| 20/11/2024 | 1.09% | 90.75 % | 91.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,081 CHF | 92,081 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.10% | 90.95 % | 91.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,759 CHF | 91,759 CHF | 93.71% | 93.71% |
| 18/11/2024 | 1.08% | 91.90 % | 92.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,958 CHF | 92,958 CHF | 78.30% | 78.30% |
| 15/11/2024 | 1.08% | 92.15 % | 93.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,458 CHF | 93,458 CHF | 93.73% | 93.73% |
| 14/11/2024 | 1.08% | 92.30 % | 93.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,270 CHF | 93,270 CHF | 63.38% | 63.38% |
| 13/11/2024 | 1.09% | 91.40 % | 92.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,371 CHF | 92,371 CHF | 73.41% | 73.41% |
| 12/11/2024 | 1.09% | 90.80 % | 91.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,596 CHF | 92,596 CHF | 50.47% | 50.47% |
| 11/11/2024 | 1.07% | 93.15 % | 94.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,141 CHF | 94,141 CHF | 78.74% | 78.74% |
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