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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 | 7.20% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 747,492 | 249,164 | 100,780 CHF | 36,085 CHF | 99.38% | 99.38% |
| 19/11/2024 | 10.45% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 68,736 CHF | 25,412 CHF | 99.37% | 99.37% |
| 18/11/2024 | 8.54% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 85,934 CHF | 31,145 CHF | 99.38% | 99.38% |
| 15/11/2024 | 8.09% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 90,319 CHF | 32,606 CHF | 99.36% | 99.36% |
| 14/11/2024 | 9.23% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 78,186 CHF | 28,562 CHF | 99.38% | 99.38% |
| 13/11/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 52,500 CHF | 20,000 CHF | 99.38% | 99.38% |
| 12/11/2024 | 10.58% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,421 CHF | 24,974 CHF | 99.16% | 99.16% |
| 11/11/2024 | 9.30% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 77,063 CHF | 28,188 CHF | 99.38% | 99.38% |
| 08/11/2024 | 9.84% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 72,659 CHF | 26,720 CHF | 99.37% | 99.37% |
| 07/11/2024 | 8.45% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 85,308 CHF | 30,936 CHF | 98.58% | 98.58% |
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