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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% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,631 CHF | 99,631 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,596 CHF | 99,596 CHF | 93.71% | 93.71% |
| 18/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,670 CHF | 99,670 CHF | 76.37% | 76.37% |
| 15/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,631 CHF | 99,631 CHF | 92.49% | 92.49% |
| 14/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,552 CHF | 99,552 CHF | 63.27% | 63.27% |
| 13/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,556 CHF | 99,556 CHF | 73.81% | 73.81% |
| 12/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,607 CHF | 99,607 CHF | 50.62% | 50.62% |
| 11/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,602 CHF | 99,602 CHF | 77.36% | 77.36% |
| 08/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,563 CHF | 99,563 CHF | 87.01% | 87.01% |
| 07/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,600 CHF | 99,600 CHF | 99.16% | 99.16% |
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