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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 | 39.13% | 0.07 CHF | 0.11 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 40,752 CHF | 9,074 CHF | 100.00% | 100.00% |
| 19/11/2024 | 21.37% | 0.09 CHF | 0.11 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 41,701 CHF | 7,742 CHF | 100.00% | 100.00% |
| 18/11/2024 | 23.71% | 0.10 CHF | 0.12 CHF | 500,000 | 75,000 | 500,000 | 63,928 | 45,507 CHF | 7,298 CHF | 99.60% | 99.60% |
| 15/11/2024 | 15.46% | 0.11 CHF | 0.13 CHF | 460,000 | 75,000 | 420,098 | 75,000 | 50,573 CHF | 10,587 CHF | 99.99% | 99.99% |
| 14/11/2024 | 13.71% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 372,591 | 75,000 | 50,604 CHF | 11,746 CHF | 99.44% | 99.44% |
| 13/11/2024 | 15.23% | 0.13 CHF | 0.15 CHF | 390,000 | 75,000 | 411,381 | 74,373 | 50,529 CHF | 10,658 CHF | 98.88% | 98.88% |
| 12/11/2024 | 11.94% | 0.15 CHF | 0.17 CHF | 340,000 | 75,000 | 322,648 | 75,000 | 51,117 CHF | 13,410 CHF | 100.00% | 100.00% |
| 11/11/2024 | 9.79% | 0.19 CHF | 0.21 CHF | 270,000 | 75,000 | 260,141 | 75,000 | 50,731 CHF | 16,151 CHF | 100.00% | 100.00% |
| 08/11/2024 | 10.13% | 0.18 CHF | 0.20 CHF | 280,000 | 75,000 | 267,990 | 75,000 | 50,543 CHF | 15,689 CHF | 100.00% | 100.00% |
| 07/11/2024 | 9.97% | 0.18 CHF | 0.20 CHF | 280,000 | 75,000 | 247,614 | 72,402 | 50,470 CHF | 16,342 CHF | 99.06% | 99.06% |
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