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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 | 3.36% | 60.10 % | 66.60 % | 500,000 | 5,000,000 | 500,000 | 5,000,000 | 322,000 CHF | 3,330,000 CHF | 0.03% | 100.00% |
| 19/11/2024 | 2.82% | 66.70 % | 67.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 330,997 CHF | 340,471 CHF | 72.48% | 99.06% |
| 18/11/2024 | 2.81% | 65.70 % | 67.60 % | 500,000 | 500,000 | 499,989 | 500,000 | 332,292 CHF | 341,770 CHF | 98.41% | 98.41% |
| 15/11/2024 | 2.20% | 70.00 % | 71.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 363,286 CHF | 371,354 CHF | 99.04% | 99.04% |
| 14/11/2024 | 1.96% | 76.60 % | 78.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,933 CHF | 389,482 CHF | 99.10% | 99.10% |
| 13/11/2024 | 2.20% | 72.90 % | 74.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 363,288 CHF | 371,364 CHF | 98.79% | 98.79% |
| 12/11/2024 | 1.80% | 73.60 % | 75.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 393,479 CHF | 400,610 CHF | 93.51% | 93.51% |
| 11/11/2024 | 1.66% | 82.70 % | 84.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 406,098 CHF | 412,884 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.30% | 85.20 % | 85.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 412,015 CHF | 417,392 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.35% | 79.00 % | 80.40 % | 500,000 | 500,000 | 499,642 | 499,642 | 409,055 CHF | 414,538 CHF | 73.71% | 73.71% |
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