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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 | 0.75% | 96.75 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,135 CHF | 97,869 CHF | 95.85% | 95.85% |
| 19/11/2024 | 0.75% | 96.90 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,949 CHF | 97,681 CHF | 99.33% | 99.33% |
| 18/11/2024 | 0.75% | 97.20 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,123 CHF | 97,856 CHF | 99.19% | 99.19% |
| 15/11/2024 | 0.75% | 97.50 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,737 CHF | 98,475 CHF | 98.22% | 98.22% |
| 14/11/2024 | 0.75% | 98.10 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,823 CHF | 98,562 CHF | 99.09% | 99.09% |
| 13/11/2024 | 0.75% | 97.65 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,755 CHF | 98,490 CHF | 97.53% | 97.53% |
| 12/11/2024 | 0.75% | 98.10 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,673 CHF | 99,413 CHF | 96.49% | 96.49% |
| 11/11/2024 | 0.75% | 99.15 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,134 CHF | 99,879 CHF | 97.98% | 97.98% |
| 08/11/2024 | 0.75% | 98.35 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,468 CHF | 99,209 CHF | 54.85% | 54.85% |
| 07/11/2024 | 0.75% | 99.35 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,130 CHF | 99,881 CHF | 94.27% | 94.27% |
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