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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 | 12.13% | 0.07 CHF | 0.08 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 59,180 CHF | 8,891 CHF | 99.17% | 99.17% |
| 19/11/2024 | 10.28% | 0.09 CHF | 0.10 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 69,696 CHF | 10,293 CHF | 99.16% | 99.16% |
| 18/11/2024 | 11.78% | 0.09 CHF | 0.10 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 60,271 CHF | 9,036 CHF | 99.23% | 99.23% |
| 15/11/2024 | 13.56% | 0.08 CHF | 0.09 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 51,970 CHF | 7,929 CHF | 99.17% | 99.17% |
| 14/11/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 56,901 CHF | 8,587 CHF | 99.16% | 99.16% |
| 13/11/2024 | 20.55% | 0.04 CHF | 0.05 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 33,118 CHF | 5,416 CHF | 99.16% | 99.16% |
| 12/11/2024 | 17.19% | 0.05 CHF | 0.06 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 40,278 CHF | 6,370 CHF | 99.16% | 99.16% |
| 11/11/2024 | 8.26% | 0.08 CHF | 0.09 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 90,811 CHF | 13,108 CHF | 99.17% | 99.17% |
| 08/11/2024 | 5.75% | 0.16 CHF | 0.17 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 127,997 CHF | 18,066 CHF | 99.17% | 99.17% |
| 07/11/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 135,772 CHF | 19,103 CHF | 98.27% | 98.27% |
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