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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 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 7,500 CHF | 2,500 CHF | 99.17% | 99.17% |
| 19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 7,500 CHF | 2,500 CHF | 99.16% | 99.16% |
| 18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 7,500 CHF | 2,500 CHF | 99.23% | 99.23% |
| 15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 7,500 CHF | 2,500 CHF | 99.17% | 99.17% |
| 14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 7,500 CHF | 2,500 CHF | 99.16% | 99.16% |
| 13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 7,500 CHF | 2,500 CHF | 99.17% | 99.17% |
| 12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 7,500 CHF | 2,500 CHF | 99.16% | 99.16% |
| 11/11/2024 | 52.42% | 0.01 CHF | 0.02 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 12,162 CHF | 3,277 CHF | 99.17% | 99.17% |
| 08/11/2024 | 24.01% | 0.03 CHF | 0.04 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 28,764 CHF | 6,044 CHF | 99.17% | 99.17% |
| 07/11/2024 | 20.17% | 0.04 CHF | 0.05 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 33,853 CHF | 6,892 CHF | 98.27% | 98.27% |
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