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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 | 10.07% | 0.09 CHF | 0.10 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 11,825 CHF | 1,046 CHF | 99.83% | 99.83% |
| 19/11/2024 | 10.54% | 0.10 CHF | 0.11 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 11,265 CHF | 1,001 CHF | 99.91% | 99.91% |
| 18/11/2024 | 9.65% | 0.10 CHF | 0.11 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 12,354 CHF | 1,088 CHF | 100.00% | 100.00% |
| 15/11/2024 | 7.96% | 0.11 CHF | 0.12 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 15,125 CHF | 1,310 CHF | 100.00% | 100.00% |
| 14/11/2024 | 7.21% | 0.15 CHF | 0.16 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 16,788 CHF | 1,443 CHF | 100.00% | 100.00% |
| 13/11/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 15,348 CHF | 1,328 CHF | 99.97% | 99.97% |
| 12/11/2024 | 6.59% | 0.14 CHF | 0.15 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 18,384 CHF | 1,571 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 21,335 CHF | 1,807 CHF | 99.80% | 99.80% |
| 08/11/2024 | 5.83% | 0.16 CHF | 0.17 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 20,857 CHF | 1,769 CHF | 100.00% | 100.00% |
| 07/11/2024 | 5.41% | 0.16 CHF | 0.17 CHF | 125,000 | 10,000 | 125,000 | 10,000 | 22,555 CHF | 1,904 CHF | 99.70% | 99.70% |
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