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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 11.79% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 119,777 CHF | 134,777 CHF | 100.00% | 100.00% |
| 20/11/2024 | 12.02% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 117,549 CHF | 132,549 CHF | 100.00% | 100.00% |
| 19/11/2024 | 13.11% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 107,121 CHF | 122,121 CHF | 100.00% | 100.00% |
| 18/11/2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 120,000 CHF | 135,000 CHF | 98.94% | 98.94% |
| 15/11/2024 | 11.81% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 119,541 CHF | 134,541 CHF | 100.00% | 100.00% |
| 14/11/2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 135,000 CHF | 150,000 CHF | 100.00% | 100.00% |
| 13/11/2024 | 10.71% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 132,767 CHF | 147,767 CHF | 99.88% | 99.88% |
| 12/11/2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 150,000 CHF | 165,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 9.07% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 158,283 CHF | 173,283 CHF | 100.00% | 100.00% |
| 08/11/2024 | 10.25% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 139,075 CHF | 154,075 CHF | 100.00% | 100.00% |
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