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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 | 4.63% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,570 CHF | 11,070 CHF | 99.42% | 99.42% |
| 19/11/2024 | 4.74% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,335 CHF | 10,835 CHF | 100.00% | 100.00% |
| 18/11/2024 | 6.90% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,080 CHF | 7,580 CHF | 99.88% | 99.88% |
| 15/11/2024 | 9.63% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,959 CHF | 5,459 CHF | 100.00% | 100.00% |
| 14/11/2024 | 12.65% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,920 CHF | 4,420 CHF | 98.64% | 98.64% |
| 13/11/2024 | 9.56% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,998 CHF | 5,498 CHF | 100.00% | 100.00% |
| 12/11/2024 | 8.65% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,570 CHF | 6,070 CHF | 99.87% | 99.87% |
| 11/11/2024 | 6.07% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,002 CHF | 8,502 CHF | 100.00% | 100.00% |
| 08/11/2024 | 14.48% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,265 CHF | 3,765 CHF | 98.31% | 98.31% |
| 07/11/2024 | 10.43% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,576 CHF | 5,076 CHF | 100.00% | 100.00% |
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