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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 | 11.78% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 23,978 CHF | 8,993 CHF | 100.00% | 100.00% |
| 20/11/2024 | 13.23% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 21,202 CHF | 8,067 CHF | 100.00% | 100.00% |
| 19/11/2024 | 13.29% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 21,095 CHF | 8,032 CHF | 100.00% | 100.00% |
| 18/11/2024 | 14.59% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 283,458 | 94,486 | 21,906 CHF | 8,406 CHF | 100.00% | 100.00% |
| 15/11/2024 | 11.16% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 25,504 CHF | 9,501 CHF | 100.00% | 100.00% |
| 14/11/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 29,742 CHF | 10,914 CHF | 99.24% | 99.24% |
| 13/11/2024 | 9.14% | 0.11 CHF | 0.12 CHF | 300,000 | 100,000 | 299,112 | 99,704 | 32,004 CHF | 11,685 CHF | 99.40% | 99.40% |
| 12/11/2024 | 8.96% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 32,032 CHF | 11,677 CHF | 100.00% | 100.00% |
| 11/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 36,001 CHF | 13,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 33,516 CHF | 12,172 CHF | 100.00% | 100.00% |
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