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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 | 1.03% | 96.10 % | 97.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,200 CHF | 48,700 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.04% | 96.00 % | 97.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 47,978 CHF | 48,478 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 96.70 % | 97.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,259 CHF | 48,659 CHF | 99.93% | 99.93% |
| 15/11/2024 | 0.82% | 96.40 % | 97.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,353 CHF | 48,753 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.03% | 97.10 % | 98.10 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,453 CHF | 48,953 CHF | 99.92% | 99.92% |
| 13/11/2024 | 1.03% | 96.70 % | 97.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,294 CHF | 48,794 CHF | 99.89% | 99.89% |
| 12/11/2024 | 0.82% | 96.80 % | 97.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,581 CHF | 48,981 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.50 % | 98.30 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,758 CHF | 49,158 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 96.80 % | 97.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,399 CHF | 48,899 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 97.00 % | 98.00 % | 50,000 | 50,000 | 50,000 | 50,000 | 48,447 CHF | 48,947 CHF | 99.76% | 99.76% |
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