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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% | 101.00 % | 102.00 % | 100,000 | 100,000 | 27,241 | 27,241 | 27,496 CHF | 27,768 CHF | 97.86% | 97.86% |
| 19/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 27,865 | 27,865 | 28,072 CHF | 28,351 CHF | 94.45% | 94.45% |
| 18/11/2024 | 1.00% | 100.20 % | 101.20 % | 100,000 | 100,000 | 27,308 | 27,308 | 27,251 CHF | 27,525 CHF | 97.49% | 97.49% |
| 15/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,789 CHF | 27,059 CHF | 98.77% | 98.77% |
| 14/11/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 63,668 | 63,668 | 63,152 CHF | 63,787 CHF | 28.52% | 28.52% |
| 13/11/2024 | 0.99% | 99.30 % | 100.30 % | 100,000 | 100,000 | 26,941 | 26,941 | 26,812 CHF | 27,080 CHF | 99.59% | 99.59% |
| 12/11/2024 | 0.99% | 99.60 % | 100.60 % | 100,000 | 100,000 | 27,148 | 27,148 | 27,093 CHF | 27,362 CHF | 98.40% | 98.40% |
| 11/11/2024 | 0.97% | 102.70 % | 103.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,270 CHF | 10,370 CHF | 88.18% | 88.18% |
| 08/11/2024 | 0.97% | 102.30 % | 103.30 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,808 CHF | 28,080 CHF | 98.34% | 98.34% |
| 07/11/2024 | 0.97% | 102.40 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,139 CHF | 103,139 CHF | 13.68% | 13.68% |
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