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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 | - | 0.00 CHF | 0.02 CHF | 360,000 | 370,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 19/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 367,031 | 367,031 | 734 CHF | 7,341 CHF | 43.25% | 100.00% |
| 18/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 720 CHF | 7,200 CHF | 18.64% | 100.00% |
| 15/11/2024 | 137.58% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 1,339 CHF | 7,200 CHF | 46.81% | 100.00% |
| 14/11/2024 | 134.14% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 1,421 CHF | 7,200 CHF | 91.00% | 99.68% |
| 13/11/2024 | 133.75% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 1,430 CHF | 7,200 CHF | 100.00% | 100.00% |
| 12/11/2024 | 133.83% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 1,428 CHF | 7,200 CHF | 96.81% | 100.00% |
| 11/11/2024 | 114.58% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 348,462 | 348,462 | 1,912 CHF | 6,969 CHF | 100.00% | 100.00% |
| 08/11/2024 | 104.78% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 347,428 | 347,428 | 2,175 CHF | 6,949 CHF | 98.90% | 98.90% |
| 07/11/2024 | 73.91% | 0.01 CHF | 0.02 CHF | 330,000 | 330,000 | 325,430 | 325,430 | 3,018 CHF | 6,509 CHF | 100.00% | 100.00% |
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