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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 | 1.47% | 88.10 % | 90.78 % | 75,000 | 75,000 | 131,740 | 72,642 | 116,847 CHF | 65,261 CHF | 86.59% | 86.59% |
| 19/11/2024 | 1.10% | 89.60 % | 90.60 % | 150,000 | 75,000 | 150,000 | 75,000 | 135,905 CHF | 68,703 CHF | 99.81% | 99.81% |
| 18/11/2024 | 0.95% | 90.16 % | 91.16 % | 150,000 | 75,000 | 219,512 | 196,242 | 196,867 CHF | 177,546 CHF | 68.79% | 100.00% |
| 15/11/2024 | 0.90% | 87.62 % | 88.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,661 CHF | 222,661 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.89% | 89.11 % | 89.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,970 CHF | 224,970 CHF | 99.94% | 99.94% |
| 13/11/2024 | 0.88% | 90.15 % | 90.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,142 CHF | 228,142 CHF | 99.95% | 99.95% |
| 12/11/2024 | 0.88% | 89.99 % | 90.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,422 CHF | 228,422 CHF | 20.96% | 20.96% |
| 11/11/2024 | 0.85% | 93.39 % | 94.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,921 CHF | 236,921 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 93.85 % | 94.65 % | 220,000 | 220,000 | 235,953 | 235,716 | 224,453 CHF | 226,112 CHF | 97.70% | 97.70% |
| 07/11/2024 | 0.84% | 95.82 % | 96.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,043 CHF | 240,043 CHF | 100.00% | 100.00% |
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