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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 | 21.31% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 10,165 CHF | 12,565 CHF | 100.00% | 100.00% |
| 19/11/2024 | 20.30% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 10,744 CHF | 13,144 CHF | 100.00% | 100.00% |
| 18/11/2024 | 15.82% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 13,993 CHF | 16,393 CHF | 100.00% | 100.00% |
| 15/11/2024 | 13.36% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 16,813 CHF | 19,213 CHF | 100.00% | 100.00% |
| 14/11/2024 | 12.54% | 0.08 CHF | 0.09 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 18,034 CHF | 20,434 CHF | 100.00% | 100.00% |
| 13/11/2024 | 13.18% | 0.07 CHF | 0.08 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 17,085 CHF | 19,485 CHF | 100.00% | 100.00% |
| 12/11/2024 | 11.58% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 16,357 CHF | 18,357 CHF | 100.00% | 100.00% |
| 11/11/2024 | 9.20% | 0.11 CHF | 0.12 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 22,912 CHF | 25,112 CHF | 100.00% | 100.00% |
| 08/11/2024 | 9.27% | 0.10 CHF | 0.11 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 19,645 CHF | 21,545 CHF | 98.90% | 98.90% |
| 07/11/2024 | 7.21% | 0.13 CHF | 0.14 CHF | 180,000 | 180,000 | 182,843 | 182,843 | 24,467 CHF | 26,295 CHF | 100.00% | 100.00% |
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