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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 | 1.22% | 80.90 % | 81.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,689 CHF | 82,689 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.22% | 81.90 % | 82.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,708 CHF | 82,708 CHF | 93.70% | 93.70% |
| 18/11/2024 | 1.21% | 82.45 % | 83.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,239 CHF | 83,239 CHF | 75.53% | 75.53% |
| 15/11/2024 | 1.16% | 84.05 % | 85.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,449 CHF | 86,449 CHF | 92.32% | 92.32% |
| 14/11/2024 | 1.14% | 87.20 % | 88.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,163 CHF | 88,163 CHF | 65.64% | 65.64% |
| 13/11/2024 | 1.15% | 86.20 % | 87.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,423 CHF | 87,423 CHF | 75.44% | 75.44% |
| 12/11/2024 | 1.13% | 87.30 % | 88.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,879 CHF | 88,879 CHF | 51.41% | 51.41% |
| 11/11/2024 | 1.12% | 88.65 % | 89.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,924 CHF | 89,924 CHF | 79.29% | 79.29% |
| 08/11/2024 | 1.13% | 88.15 % | 89.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,971 CHF | 88,971 CHF | 86.99% | 86.99% |
| 07/11/2024 | 1.13% | 88.15 % | 89.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,133 CHF | 89,133 CHF | 99.16% | 99.16% |
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