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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% | 91.20 % | 92.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,206 CHF | 92,206 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.10% | 90.65 % | 91.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,731 CHF | 91,731 CHF | 93.70% | 93.70% |
| 18/11/2024 | 1.09% | 91.10 % | 92.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,923 CHF | 91,923 CHF | 75.92% | 75.92% |
| 15/11/2024 | 1.10% | 90.90 % | 91.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,785 CHF | 91,785 CHF | 92.47% | 92.47% |
| 14/11/2024 | 1.10% | 90.25 % | 91.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,110 CHF | 91,110 CHF | 65.63% | 65.63% |
| 13/11/2024 | 1.10% | 90.10 % | 91.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,815 CHF | 91,815 CHF | 75.08% | 75.08% |
| 12/11/2024 | 1.09% | 90.25 % | 91.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,828 CHF | 91,828 CHF | 51.56% | 51.56% |
| 11/11/2024 | 1.08% | 91.85 % | 92.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,103 CHF | 93,103 CHF | 63.22% | 63.22% |
| 08/11/2024 | 1.07% | 92.50 % | 93.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,146 CHF | 94,146 CHF | 87.00% | 87.00% |
| 07/11/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,647 CHF | 95,647 CHF | 99.16% | 99.16% |
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