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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 | 2.12% | 88.70 % | 90.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 44,403 CHF | 45,352 CHF | 98.58% | 98.58% |
| 19/11/2024 | 2.09% | 89.70 % | 91.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 44,871 CHF | 45,821 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.09% | 89.80 % | 91.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 44,892 CHF | 45,842 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.09% | 89.90 % | 91.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 44,950 CHF | 45,899 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.12% | 88.80 % | 90.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 44,230 CHF | 45,180 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.12% | 88.60 % | 90.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 44,290 CHF | 45,239 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.12% | 88.50 % | 90.40 % | 50,000 | 50,000 | 50,000 | 50,000 | 44,296 CHF | 45,246 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.25% | 84.00 % | 85.90 % | 50,000 | 50,000 | 50,000 | 50,000 | 41,658 CHF | 42,607 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.20% | 85.10 % | 87.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 42,662 CHF | 43,612 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.19% | 84.78 % | 87.54 % | 5,000 | 5,000 | 5,000 | 5,000 | 4,252 CHF | 4,390 CHF | 99.24% | 99.24% |
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