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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 | 25.48% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 26,333 CHF | 11,278 CHF | 99.38% | 99.38% |
| 19/11/2024 | 25.17% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 26,636 CHF | 11,379 CHF | 99.37% | 99.37% |
| 18/11/2024 | 22.05% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 30,322 CHF | 12,607 CHF | 99.37% | 99.37% |
| 15/11/2024 | 16.44% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 42,179 CHF | 16,560 CHF | 99.35% | 99.35% |
| 14/11/2024 | 15.55% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 45,047 CHF | 17,516 CHF | 99.38% | 99.38% |
| 13/11/2024 | 15.44% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 45,163 CHF | 17,554 CHF | 99.37% | 99.37% |
| 12/11/2024 | 10.80% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 66,243 CHF | 24,581 CHF | 99.14% | 99.14% |
| 11/11/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 84,915 CHF | 30,805 CHF | 99.37% | 99.37% |
| 08/11/2024 | 10.78% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 66,643 CHF | 24,714 CHF | 99.37% | 99.37% |
| 07/11/2024 | 8.09% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 89,511 CHF | 32,337 CHF | 98.58% | 98.58% |
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