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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 | 1.05% | 93.95 % | 94.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,344 CHF | 95,344 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.06% | 94.15 % | 95.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,850 CHF | 94,850 CHF | 93.69% | 93.69% |
| 18/11/2024 | 1.06% | 94.15 % | 95.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,764 CHF | 94,764 CHF | 74.49% | 74.49% |
| 15/11/2024 | 1.06% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,419 CHF | 94,419 CHF | 91.73% | 91.73% |
| 14/11/2024 | 1.06% | 93.90 % | 94.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,659 CHF | 94,659 CHF | 29.61% | 29.61% |
| 13/11/2024 | 1.09% | 91.45 % | 92.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,021 CHF | 92,021 CHF | 73.45% | 73.45% |
| 12/11/2024 | 1.09% | 90.70 % | 91.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,044 CHF | 92,044 CHF | 36.50% | 36.50% |
| 11/11/2024 | 1.08% | 91.65 % | 92.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,944 CHF | 92,944 CHF | 79.08% | 79.08% |
| 08/11/2024 | 1.07% | 92.25 % | 93.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,551 CHF | 93,551 CHF | 86.80% | 86.80% |
| 07/11/2024 | 1.07% | 93.50 % | 94.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,343 CHF | 94,343 CHF | 98.60% | 98.60% |
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