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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 | 7.13% | 0.13 CHF | 0.14 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 102,738 CHF | 14,698 CHF | 96.57% | 96.57% |
| 19/11/2024 | 6.42% | 0.16 CHF | 0.17 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 113,409 CHF | 16,121 CHF | 97.43% | 97.43% |
| 18/11/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 126,273 CHF | 17,836 CHF | 92.51% | 92.51% |
| 15/11/2024 | 5.22% | 0.18 CHF | 0.19 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 140,149 CHF | 19,687 CHF | 97.24% | 97.24% |
| 14/11/2024 | 5.56% | 0.19 CHF | 0.20 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 132,212 CHF | 18,628 CHF | 98.36% | 98.36% |
| 13/11/2024 | 7.03% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 103,037 CHF | 14,738 CHF | 92.91% | 92.91% |
| 12/11/2024 | 5.96% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 122,405 CHF | 17,321 CHF | 96.35% | 96.35% |
| 11/11/2024 | 5.18% | 0.19 CHF | 0.20 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 141,150 CHF | 19,820 CHF | 91.03% | 91.03% |
| 08/11/2024 | 5.36% | 0.19 CHF | 0.20 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 136,284 CHF | 19,171 CHF | 92.19% | 92.19% |
| 07/11/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 140,525 CHF | 19,737 CHF | 98.70% | 98.70% |
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