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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 | 57.42% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 12,065 CHF | 3,227 CHF | 100.00% | 100.00% |
| 19/11/2024 | 66.67% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 3,000 CHF | 100.00% | 100.00% |
| 18/11/2024 | 81.43% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 63,928 | 8,893 CHF | 2,612 CHF | 99.60% | 99.60% |
| 15/11/2024 | 66.68% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,354 CHF | 3,100 CHF | 100.00% | 100.00% |
| 14/11/2024 | 66.05% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,184 CHF | 3,028 CHF | 99.44% | 99.44% |
| 13/11/2024 | 67.35% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 74,373 | 9,964 CHF | 2,982 CHF | 98.88% | 98.88% |
| 12/11/2024 | 64.28% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,796 CHF | 3,411 CHF | 100.00% | 100.00% |
| 11/11/2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,750 CHF | 100.00% | 100.00% |
| 08/11/2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,750 CHF | 100.00% | 100.00% |
| 07/11/2024 | 52.60% | 0.03 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 72,402 | 14,740 CHF | 3,633 CHF | 99.06% | 99.06% |
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