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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 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,113 CHF | 99,113 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,942 CHF | 98,942 CHF | 93.70% | 93.70% |
| 18/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,138 CHF | 99,138 CHF | 76.36% | 76.36% |
| 15/11/2024 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,979 CHF | 98,979 CHF | 93.75% | 93.75% |
| 14/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,639 CHF | 98,639 CHF | 63.28% | 63.28% |
| 13/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,007 CHF | 99,007 CHF | 73.47% | 73.47% |
| 12/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,989 CHF | 98,989 CHF | 50.79% | 50.79% |
| 11/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,622 CHF | 99,622 CHF | 79.59% | 79.59% |
| 08/11/2024 | 1.00% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,957 CHF | 99,954 CHF | 86.94% | 86.94% |
| 07/11/2024 | 1.00% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,379 CHF | 100,381 CHF | 99.16% | 99.16% |
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