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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 | 13.73% | 0.06 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 34,044 CHF | 5,857 CHF | 14.13% | 100.00% |
| 19/11/2024 | 15.33% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,141 CHF | 5,271 CHF | 99.99% | 99.99% |
| 18/11/2024 | 15.91% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 63,972 | 33,326 CHF | 4,969 CHF | 100.00% | 100.00% |
| 15/11/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 498,872 | 74,909 | 34,885 CHF | 5,987 CHF | 100.00% | 100.00% |
| 14/11/2024 | 14.11% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 33,097 CHF | 5,715 CHF | 94.67% | 94.67% |
| 13/11/2024 | 15.48% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 74,473 | 29,973 CHF | 5,213 CHF | 99.25% | 99.25% |
| 12/11/2024 | 15.75% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,341 CHF | 5,151 CHF | 98.32% | 98.32% |
| 11/11/2024 | 14.30% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 32,643 CHF | 5,646 CHF | 100.00% | 100.00% |
| 08/11/2024 | 17.18% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 381,291 | 64,968 | 26,339 CHF | 5,168 CHF | 97.48% | 97.48% |
| 07/11/2024 | 10.21% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 495,395 | 72,309 | 48,762 CHF | 7,904 CHF | 95.57% | 95.57% |
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