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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 | 0.80% | 99.30 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,435 CHF | 100,235 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.80% | 99.40 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,401 CHF | 100,201 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,119 CHF | 100,119 CHF | 99.93% | 99.93% |
| 15/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,572 CHF | 100,572 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.80% | 99.90 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,779 CHF | 100,579 CHF | 99.92% | 99.92% |
| 13/11/2024 | 0.80% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,683 CHF | 100,483 CHF | 99.89% | 99.89% |
| 12/11/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,111 CHF | 101,111 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,078 CHF | 101,078 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.90 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,920 CHF | 100,720 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,922 CHF | 100,722 CHF | 99.24% | 99.24% |
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