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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 | 26.75% | 0.03 CHF | 0.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 4,699 CHF | 6,139 CHF | 99.43% | 99.43% |
| 19/11/2024 | 27.43% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 4,549 CHF | 5,989 CHF | 100.00% | 100.00% |
| 18/11/2024 | 31.03% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 3,947 CHF | 5,387 CHF | 99.88% | 99.88% |
| 15/11/2024 | 35.60% | 0.03 CHF | 0.05 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 3,351 CHF | 4,791 CHF | 100.00% | 100.00% |
| 14/11/2024 | 44.66% | 0.03 CHF | 0.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 2,555 CHF | 3,995 CHF | 98.60% | 98.60% |
| 13/11/2024 | 54.77% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 1,927 CHF | 3,367 CHF | 100.00% | 100.00% |
| 12/11/2024 | 58.23% | 0.01 CHF | 0.02 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 1,788 CHF | 3,228 CHF | 99.88% | 99.88% |
| 11/11/2024 | 41.61% | 0.02 CHF | 0.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 2,749 CHF | 4,189 CHF | 100.00% | 100.00% |
| 08/11/2024 | 56.19% | 0.01 CHF | 0.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 1,853 CHF | 3,293 CHF | 98.31% | 98.31% |
| 07/11/2024 | 36.69% | 0.02 CHF | 0.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 3,238 CHF | 4,678 CHF | 100.00% | 100.00% |
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