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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 | 13.89% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,409 CHF | 5,066 CHF | 100.00% | 100.00% |
| 19/11/2024 | 14.97% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,056 CHF | 4,713 CHF | 99.65% | 99.65% |
| 18/11/2024 | 19.31% | 0.08 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,102 CHF | 3,759 CHF | 100.00% | 100.00% |
| 15/11/2024 | 22.29% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 2,651 CHF | 3,308 CHF | 100.00% | 100.00% |
| 14/11/2024 | 20.96% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 2,839 CHF | 3,495 CHF | 100.00% | 100.00% |
| 13/11/2024 | 18.98% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,111 CHF | 3,768 CHF | 100.00% | 100.00% |
| 12/11/2024 | 17.52% | 0.07 CHF | 0.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,440 CHF | 4,096 CHF | 100.00% | 100.00% |
| 11/11/2024 | 14.35% | 0.07 CHF | 0.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,218 CHF | 4,875 CHF | 100.00% | 100.00% |
| 08/11/2024 | 12.74% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,815 CHF | 5,472 CHF | 100.00% | 100.00% |
| 07/11/2024 | 12.87% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,794 CHF | 5,451 CHF | 100.00% | 100.00% |
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