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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 | 7.05% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 369,865 | 100,000 | 50,579 CHF | 14,705 CHF | 100.00% | 100.00% |
| 19/11/2024 | 6.51% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 308,575 | 98,650 | 50,230 CHF | 17,108 CHF | 99.97% | 99.97% |
| 18/11/2024 | 7.81% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 411,105 | 100,000 | 50,550 CHF | 13,351 CHF | 100.00% | 100.00% |
| 15/11/2024 | 9.52% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 427,251 | 98,213 | 49,436 CHF | 12,397 CHF | 99.99% | 99.99% |
| 14/11/2024 | 9.43% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 461,804 | 99,347 | 49,291 CHF | 11,688 CHF | 99.28% | 99.28% |
| 13/11/2024 | 5.82% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 295,653 | 99,592 | 50,689 CHF | 18,126 CHF | 95.52% | 95.52% |
| 12/11/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 276,513 | 100,000 | 50,811 CHF | 19,406 CHF | 99.99% | 99.99% |
| 11/11/2024 | 4.68% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 241,274 | 100,000 | 50,317 CHF | 21,873 CHF | 99.99% | 99.99% |
| 08/11/2024 | 3.46% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 181,045 | 100,000 | 51,415 CHF | 29,441 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.88% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 195,842 | 99,697 | 50,652 CHF | 26,873 CHF | 99.99% | 99.99% |
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