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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 | 1.52% | 90.20 % | 91.00 % | 100,000 | 100,000 | 27,850 | 27,816 | 25,132 CHF | 25,367 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.65% | 89.20 % | 90.20 % | 100,000 | 100,000 | 29,515 | 29,515 | 26,258 CHF | 26,600 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.64% | 88.40 % | 89.40 % | 100,000 | 100,000 | 29,528 | 29,528 | 26,219 CHF | 26,562 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.40% | 89.90 % | 90.70 % | 100,000 | 100,000 | 29,476 | 29,476 | 26,655 CHF | 26,938 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.34% | 93.50 % | 94.30 % | 100,000 | 100,000 | 29,657 | 29,657 | 27,884 CHF | 28,169 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.55% | 94.60 % | 95.60 % | 100,000 | 100,000 | 29,633 | 29,633 | 27,928 CHF | 28,271 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.54% | 94.20 % | 95.20 % | 100,000 | 100,000 | 29,657 | 29,657 | 28,049 CHF | 28,393 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.32% | 96.10 % | 96.90 % | 100,000 | 100,000 | 29,647 | 29,647 | 28,421 CHF | 28,705 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.63% | 94.00 % | 94.80 % | 100,000 | 100,000 | 29,640 | 29,640 | 27,821 CHF | 28,229 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.84% | 93.40 % | 94.40 % | 100,000 | 100,000 | 29,808 | 29,808 | 27,856 CHF | 28,324 CHF | 99.23% | 99.23% |
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