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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 | 1.08% | 90.90 % | 91.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,768 CHF | 92,768 CHF | 95.32% | 95.32% |
| 19/11/2024 | 1.08% | 91.80 % | 92.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,847 CHF | 92,847 CHF | 93.70% | 93.70% |
| 18/11/2024 | 1.08% | 92.45 % | 93.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,126 CHF | 93,126 CHF | 75.26% | 75.26% |
| 15/11/2024 | 1.08% | 91.90 % | 92.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,045 CHF | 93,045 CHF | 92.12% | 92.12% |
| 14/11/2024 | 1.09% | 91.40 % | 92.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,297 CHF | 92,297 CHF | 65.47% | 65.47% |
| 13/11/2024 | 1.11% | 89.05 % | 90.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,788 CHF | 90,788 CHF | 75.08% | 75.08% |
| 12/11/2024 | 1.10% | 89.50 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,225 CHF | 91,225 CHF | 51.14% | 51.14% |
| 11/11/2024 | 1.09% | 90.70 % | 91.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,019 CHF | 92,019 CHF | 79.69% | 79.69% |
| 08/11/2024 | 1.09% | 90.50 % | 91.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,084 CHF | 92,084 CHF | 86.95% | 86.95% |
| 07/11/2024 | 1.08% | 92.00 % | 93.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,013 CHF | 93,013 CHF | 99.16% | 99.16% |
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