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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 | 161.09% | 0.00 CHF | 0.02 CHF | 370,000 | 370,000 | 362,803 | 362,803 | 786 CHF | 7,256 CHF | 100.00% | 100.00% |
| 19/11/2024 | 143.77% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 364,605 | 364,605 | 1,208 CHF | 7,292 CHF | 100.00% | 100.00% |
| 18/11/2024 | 149.10% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 1,065 CHF | 7,200 CHF | 100.00% | 100.00% |
| 15/11/2024 | 119.43% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 1,903 CHF | 7,200 CHF | 100.00% | 100.00% |
| 14/11/2024 | 93.63% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 359,970 | 359,970 | 2,671 CHF | 7,199 CHF | 100.00% | 100.00% |
| 13/11/2024 | 88.25% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 2,797 CHF | 7,200 CHF | 100.00% | 100.00% |
| 12/11/2024 | 88.00% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 2,811 CHF | 7,200 CHF | 100.00% | 100.00% |
| 11/11/2024 | 54.99% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 348,461 | 348,461 | 4,624 CHF | 8,109 CHF | 100.00% | 100.00% |
| 08/11/2024 | 50.65% | 0.01 CHF | 0.02 CHF | 350,000 | 350,000 | 347,436 | 347,436 | 5,175 CHF | 8,650 CHF | 99.20% | 99.20% |
| 07/11/2024 | 26.22% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 325,378 | 325,378 | 10,848 CHF | 14,102 CHF | 99.91% | 99.91% |
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