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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 | 1.10% | 90.00 % | 91.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,039 CHF | 91,039 CHF | 95.37% | 95.37% |
| 19/11/2024 | 1.11% | 89.50 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,549 CHF | 90,549 CHF | 93.70% | 93.70% |
| 18/11/2024 | 1.11% | 89.90 % | 90.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,665 CHF | 90,665 CHF | 76.37% | 76.37% |
| 15/11/2024 | 1.11% | 89.55 % | 90.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,467 CHF | 90,467 CHF | 92.14% | 92.14% |
| 14/11/2024 | 1.12% | 88.85 % | 89.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,758 CHF | 89,758 CHF | 63.27% | 63.27% |
| 13/11/2024 | 1.11% | 88.75 % | 89.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,443 CHF | 90,443 CHF | 73.81% | 73.81% |
| 12/11/2024 | 1.11% | 88.85 % | 89.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,510 CHF | 90,510 CHF | 51.47% | 51.47% |
| 11/11/2024 | 1.09% | 90.60 % | 91.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,914 CHF | 91,914 CHF | 63.55% | 63.55% |
| 08/11/2024 | 1.08% | 91.35 % | 92.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,046 CHF | 93,046 CHF | 86.99% | 86.99% |
| 07/11/2024 | 1.06% | 94.00 % | 95.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,822 CHF | 94,822 CHF | 99.16% | 99.16% |
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