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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 | 1.15% | 86.05 % | 87.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,437 CHF | 87,437 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.17% | 85.80 % | 86.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,165 CHF | 86,165 CHF | 80.50% | 80.50% |
| 18/11/2024 | 1.14% | 88.25 % | 89.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,466 CHF | 88,466 CHF | 73.92% | 73.92% |
| 15/11/2024 | 1.11% | 88.75 % | 89.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,488 CHF | 90,488 CHF | 90.56% | 90.56% |
| 14/11/2024 | 1.12% | 89.95 % | 90.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,104 CHF | 90,104 CHF | 29.56% | 29.56% |
| 13/11/2024 | 1.06% | 93.30 % | 94.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,208 CHF | 95,208 CHF | 69.32% | 69.32% |
| 12/11/2024 | 1.05% | 94.50 % | 95.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,759 CHF | 95,759 CHF | 30.96% | 30.96% |
| 11/11/2024 | 1.03% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,182 CHF | 97,182 CHF | 64.18% | 64.18% |
| 08/11/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,339 CHF | 96,339 CHF | 61.99% | 61.99% |
| 07/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
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