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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 | 1.81% | 95.30 % | 96.30 % | 500,000 | 500,000 | 143,232 | 143,232 | 136,474 CHF | 138,279 CHF | 98.59% | 98.59% |
| 19/11/2024 | 1.80% | 95.70 % | 96.70 % | 500,000 | 500,000 | 148,183 | 148,183 | 141,428 CHF | 143,276 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.58% | 96.40 % | 97.20 % | 500,000 | 500,000 | 148,287 | 148,287 | 142,685 CHF | 144,239 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.58% | 96.20 % | 97.00 % | 500,000 | 500,000 | 148,239 | 148,239 | 142,771 CHF | 144,324 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.78% | 96.70 % | 97.70 % | 500,000 | 500,000 | 148,272 | 148,272 | 143,052 CHF | 144,902 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.79% | 95.90 % | 96.90 % | 500,000 | 500,000 | 148,211 | 148,211 | 142,128 CHF | 143,977 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.57% | 96.50 % | 97.30 % | 500,000 | 500,000 | 148,296 | 148,296 | 143,401 CHF | 144,955 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.56% | 97.40 % | 98.20 % | 500,000 | 500,000 | 148,309 | 148,309 | 144,439 CHF | 145,993 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.77% | 96.90 % | 97.90 % | 500,000 | 500,000 | 148,182 | 148,182 | 143,613 CHF | 145,462 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.76% | 97.50 % | 98.50 % | 500,000 | 500,000 | 148,196 | 148,196 | 144,713 CHF | 146,562 CHF | 100.00% | 100.00% |
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