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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 | 4.22% | 41.80 % | 43.60 % | 250,000 | 250,000 | 72,137 | 72,137 | 30,202 CHF | 31,500 CHF | 97.23% | 97.23% |
| 19/11/2024 | 4.03% | 43.30 % | 45.10 % | 250,000 | 250,000 | 73,243 | 73,243 | 31,898 CHF | 33,218 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.10% | 44.00 % | 45.80 % | 250,000 | 250,000 | 73,135 | 73,519 | 31,759 CHF | 33,250 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.06% | 42.50 % | 44.30 % | 250,000 | 250,000 | 70,956 | 70,956 | 30,810 CHF | 32,093 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.73% | 47.30 % | 49.10 % | 250,000 | 250,000 | 73,961 | 73,961 | 34,666 CHF | 35,998 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.63% | 48.10 % | 49.90 % | 250,000 | 250,000 | 74,061 | 74,061 | 35,716 CHF | 37,049 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.64% | 48.50 % | 50.30 % | 250,000 | 250,000 | 74,116 | 74,116 | 36,183 CHF | 37,517 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.44% | 49.80 % | 51.60 % | 250,000 | 250,000 | 72,344 | 72,344 | 37,081 CHF | 38,387 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.67% | 59.30 % | 60.30 % | 25,000 | 250,000 | 25,000 | 232,559 | 14,825 CHF | 140,233 CHF | 92.24% | 92.24% |
| 07/11/2024 | 3.02% | 58.50 % | 60.30 % | 250,000 | 141,000 | 75,478 | 130,010 | 44,423 CHF | 78,666 CHF | 97.97% | 97.97% |
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