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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 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,830 CHF | 100,834 CHF | 98.15% | 98.15% |
| 19/11/2024 | 0.99% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,725 CHF | 100,721 CHF | 93.70% | 93.70% |
| 18/11/2024 | 1.00% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,676 CHF | 100,679 CHF | 76.31% | 76.31% |
| 15/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,498 CHF | 100,502 CHF | 87.81% | 87.81% |
| 14/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,496 CHF | 100,496 CHF | 65.62% | 65.62% |
| 13/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,490 CHF | 100,495 CHF | 74.48% | 74.48% |
| 12/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,514 CHF | 100,517 CHF | 51.27% | 51.27% |
| 11/11/2024 | 0.98% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,746 CHF | 100,733 CHF | 80.01% | 80.01% |
| 08/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 07/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
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