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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 | 1.09% | 90.95 % | 91.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,060 CHF | 92,060 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.09% | 91.60 % | 92.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,527 CHF | 92,527 CHF | 93.71% | 93.71% |
| 18/11/2024 | 1.07% | 92.80 % | 93.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,005 CHF | 94,005 CHF | 71.84% | 71.84% |
| 15/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 13/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 12/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 11/11/2024 | 1.08% | 91.95 % | 92.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,947 CHF | 92,947 CHF | 61.26% | 61.26% |
| 08/11/2024 | 1.08% | 91.25 % | 92.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,053 CHF | 93,053 CHF | 75.42% | 75.42% |
| 07/11/2024 | 1.05% | 95.05 % | 96.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,896 CHF | 95,896 CHF | 99.16% | 99.16% |
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