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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 | 0.99% | 99.85 % | 100.80 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,325 CHF | 27,597 CHF | 97.86% | 97.86% |
| 19/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,260 CHF | 101,260 CHF | 12.55% | 12.55% |
| 18/11/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 27,306 | 27,306 | 27,171 CHF | 27,444 CHF | 97.50% | 97.50% |
| 15/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,881 CHF | 27,150 CHF | 98.77% | 98.77% |
| 14/11/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 63,745 | 63,745 | 62,819 CHF | 63,456 CHF | 28.56% | 28.56% |
| 13/11/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 28,342 | 28,342 | 28,024 CHF | 28,307 CHF | 91.99% | 91.99% |
| 12/11/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,836 CHF | 27,107 CHF | 98.40% | 98.40% |
| 11/11/2024 | 0.99% | 100.40 % | 101.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,040 CHF | 10,140 CHF | 88.18% | 88.18% |
| 08/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,316 CHF | 27,588 CHF | 98.34% | 98.34% |
| 07/11/2024 | 0.99% | 101.20 % | 102.20 % | 100,000 | 100,000 | 27,684 | 27,684 | 27,862 CHF | 28,139 CHF | 71.12% | 71.12% |
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