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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 | 2.18% | 60.70 % | 66.36 % | 250,000 | 250,000 | 487,838 | 487,838 | 326,786 CHF | 333,822 CHF | 87.88% | 99.36% |
| 19/11/2024 | 2.04% | 68.50 % | 69.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 341,670 CHF | 348,711 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.01% | 67.90 % | 69.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 342,018 CHF | 348,970 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.28% | 70.80 % | 72.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 365,734 CHF | 370,433 CHF | 99.04% | 99.04% |
| 14/11/2024 | 0.93% | 76.20 % | 76.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 380,499 CHF | 384,049 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.49% | 74.20 % | 74.91 % | 500,000 | 500,000 | 498,672 | 498,672 | 366,935 CHF | 372,424 CHF | 98.79% | 98.79% |
| 12/11/2024 | 0.51% | 74.70 % | 75.41 % | 500,000 | 500,000 | 499,437 | 499,437 | 390,176 CHF | 392,159 CHF | 93.51% | 93.51% |
| 11/11/2024 | 0.39% | 81.50 % | 81.81 % | 500,000 | 500,000 | 499,736 | 499,736 | 401,819 CHF | 403,369 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.38% | 83.30 % | 83.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 407,292 CHF | 408,842 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.38% | 79.80 % | 80.11 % | 500,000 | 500,000 | 499,642 | 499,642 | 409,123 CHF | 410,673 CHF | 73.71% | 73.71% |
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