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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 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,000 CHF | 4,500 CHF | 100.00% | 100.00% |
| 20/11/2024 | 22.04% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,327 CHF | 3,987 CHF | 100.00% | 100.00% |
| 19/11/2024 | 22.99% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,567 CHF | 3,693 CHF | 97.59% | 97.59% |
| 18/11/2024 | 27.04% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 406,206 | 63,965 | 15,933 CHF | 3,232 CHF | 99.94% | 99.94% |
| 15/11/2024 | 14.24% | 0.05 CHF | 0.06 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 11,358 CHF | 4,352 CHF | 78.43% | 78.43% |
| 14/11/2024 | 9.81% | 0.11 CHF | 0.12 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 15,945 CHF | 5,862 CHF | 99.44% | 99.44% |
| 13/11/2024 | 11.12% | 0.11 CHF | 0.12 CHF | 150,000 | 50,000 | 149,455 | 49,818 | 14,801 CHF | 5,510 CHF | 98.88% | 98.88% |
| 12/11/2024 | 9.43% | 0.11 CHF | 0.12 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 16,661 CHF | 6,101 CHF | 87.66% | 87.66% |
| 11/11/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 16,137 CHF | 5,915 CHF | 98.45% | 98.45% |
| 08/11/2024 | 10.66% | 0.10 CHF | 0.11 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 14,876 CHF | 5,516 CHF | 100.00% | 100.00% |
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