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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 | 1.27% | 78.35 % | 79.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,321 CHF | 79,321 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.29% | 77.80 % | 78.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,139 CHF | 78,139 CHF | 93.71% | 93.71% |
| 18/11/2024 | 1.30% | 76.75 % | 77.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,240 CHF | 77,240 CHF | 77.88% | 77.88% |
| 15/11/2024 | 1.31% | 75.75 % | 76.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,770 CHF | 76,770 CHF | 93.75% | 93.75% |
| 14/11/2024 | 1.29% | 76.75 % | 77.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,010 CHF | 78,010 CHF | 63.29% | 63.29% |
| 13/11/2024 | 1.26% | 78.60 % | 79.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,950 CHF | 79,950 CHF | 74.60% | 74.60% |
| 12/11/2024 | 1.24% | 79.00 % | 80.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,413 CHF | 81,413 CHF | 50.58% | 50.58% |
| 11/11/2024 | 1.21% | 81.20 % | 82.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,001 CHF | 83,001 CHF | 78.76% | 78.76% |
| 08/11/2024 | 1.22% | 81.35 % | 82.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,249 CHF | 82,249 CHF | 86.91% | 86.91% |
| 07/11/2024 | 1.24% | 81.30 % | 82.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,291 CHF | 81,291 CHF | 99.16% | 99.16% |
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