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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 | 13.43% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 34,775 CHF | 5,966 CHF | 98.82% | 98.82% |
| 19/11/2024 | 14.04% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 33,272 CHF | 5,741 CHF | 99.94% | 99.94% |
| 18/11/2024 | 18.10% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 69,764 | 30,533 CHF | 5,084 CHF | 98.08% | 98.08% |
| 15/11/2024 | 15.70% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,439 CHF | 5,166 CHF | 100.00% | 100.00% |
| 14/11/2024 | 18.46% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,654 CHF | 4,448 CHF | 99.57% | 99.57% |
| 13/11/2024 | 21.88% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 74,442 | 20,910 CHF | 3,870 CHF | 99.32% | 99.32% |
| 12/11/2024 | 21.05% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,451 CHF | 3,968 CHF | 99.36% | 99.36% |
| 11/11/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,000 CHF | 4,500 CHF | 95.09% | 95.09% |
| 08/11/2024 | 21.73% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,609 CHF | 3,841 CHF | 99.79% | 99.79% |
| 07/11/2024 | 18.54% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 73,692 | 25,771 CHF | 4,563 CHF | 96.70% | 96.70% |
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