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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 | 81.41% | 0.01 CHF | 0.02 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 2,207 CHF | 1,302 CHF | 99.37% | 99.37% |
| 19/11/2024 | 100.45% | 0.00 CHF | 0.01 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 1,543 CHF | 1,136 CHF | 99.38% | 99.38% |
| 18/11/2024 | 58.20% | 0.01 CHF | 0.02 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 3,749 CHF | 1,687 CHF | 99.23% | 99.23% |
| 15/11/2024 | 32.66% | 0.03 CHF | 0.04 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 7,723 CHF | 2,681 CHF | 99.37% | 99.37% |
| 14/11/2024 | 26.30% | 0.03 CHF | 0.04 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 9,924 CHF | 3,231 CHF | 99.38% | 99.38% |
| 13/11/2024 | 36.27% | 0.03 CHF | 0.04 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 6,856 CHF | 2,464 CHF | 99.37% | 99.37% |
| 12/11/2024 | 29.67% | 0.02 CHF | 0.03 CHF | 1,500,000 | 75,000 | 1,500,000 | 75,000 | 43,284 CHF | 2,914 CHF | 99.37% | 99.37% |
| 11/11/2024 | 22.45% | 0.04 CHF | 0.05 CHF | 1,500,000 | 75,000 | 1,500,000 | 75,000 | 59,527 CHF | 3,726 CHF | 99.37% | 99.37% |
| 08/11/2024 | 22.29% | 0.04 CHF | 0.05 CHF | 1,500,000 | 75,000 | 1,500,000 | 75,000 | 60,382 CHF | 3,769 CHF | 99.37% | 99.37% |
| 07/11/2024 | 16.63% | 0.05 CHF | 0.06 CHF | 1,500,000 | 75,000 | 1,500,000 | 75,000 | 82,909 CHF | 4,895 CHF | 99.29% | 99.29% |
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