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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 27.56% | 0.06 CHF | 0.08 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 14,959 CHF | 6,570 CHF | 100.00% | 100.00% |
| 20/11/2024 | 31.69% | 0.05 CHF | 0.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 12,258 CHF | 5,614 CHF | 100.00% | 100.00% |
| 19/11/2024 | 19.52% | 0.05 CHF | 0.06 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 10,703 CHF | 4,329 CHF | 97.59% | 97.59% |
| 18/11/2024 | 21.97% | 0.05 CHF | 0.06 CHF | 225,000 | 75,000 | 191,959 | 63,999 | 9,202 CHF | 3,777 CHF | 99.75% | 99.75% |
| 15/11/2024 | 8.64% | 0.07 CHF | 0.08 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 19,445 CHF | 7,038 CHF | 78.43% | 78.43% |
| 14/11/2024 | 4.41% | 0.25 CHF | 0.26 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 36,776 CHF | 12,810 CHF | 99.43% | 99.43% |
| 13/11/2024 | 4.84% | 0.25 CHF | 0.26 CHF | 150,000 | 50,000 | 149,454 | 49,818 | 33,552 CHF | 11,735 CHF | 98.88% | 98.88% |
| 12/11/2024 | 4.11% | 0.27 CHF | 0.28 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 38,941 CHF | 13,521 CHF | 87.66% | 87.66% |
| 11/11/2024 | 4.64% | 0.24 CHF | 0.25 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 36,496 CHF | 12,742 CHF | 98.45% | 98.45% |
| 08/11/2024 | 5.39% | 0.21 CHF | 0.23 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 29,952 CHF | 10,536 CHF | 100.00% | 100.00% |
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