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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 | 1.12% | 88.45 % | 89.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,972 CHF | 89,972 CHF | 97.25% | 97.25% |
| 19/11/2024 | 1.14% | 88.15 % | 89.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,173 CHF | 88,173 CHF | 80.50% | 80.50% |
| 18/11/2024 | 1.10% | 91.35 % | 92.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,093 CHF | 91,093 CHF | 73.89% | 73.89% |
| 15/11/2024 | 1.07% | 91.70 % | 92.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,543 CHF | 93,543 CHF | 90.85% | 90.85% |
| 14/11/2024 | 1.08% | 93.10 % | 94.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,069 CHF | 93,069 CHF | 29.87% | 29.87% |
| 13/11/2024 | 1.03% | 95.75 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,673 CHF | 97,673 CHF | 61.00% | 61.00% |
| 12/11/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,939 CHF | 97,939 CHF | 50.98% | 50.98% |
| 11/11/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,209 CHF | 99,209 CHF | 61.17% | 61.17% |
| 08/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,724 CHF | 98,724 CHF | 84.92% | 84.92% |
| 07/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,310 CHF | 100,308 CHF | 99.16% | 99.16% |
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