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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,000 CHF | 3,750 CHF | 1.98% | 1.98% |
| 22/11/2024 | 27.67% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,766 CHF | 3,115 CHF | 95.65% | 95.65% |
| 20/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 100.00% | 100.00% |
| 19/11/2024 | 51.49% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,042 CHF | 2,250 CHF | 92.79% | 92.79% |
| 18/11/2024 | 44.41% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 63,972 | 10,000 CHF | 1,960 CHF | 100.00% | 100.00% |
| 15/11/2024 | 34.30% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 12,492 CHF | 2,624 CHF | 100.00% | 100.00% |
| 14/11/2024 | 34.88% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 12,242 CHF | 2,586 CHF | 99.26% | 99.26% |
| 13/11/2024 | 40.75% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 74,106 | 9,937 CHF | 2,223 CHF | 96.42% | 96.42% |
| 12/11/2024 | 28.67% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,958 CHF | 2,994 CHF | 99.09% | 99.09% |
| 11/11/2024 | 25.57% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,361 CHF | 3,354 CHF | 100.00% | 100.00% |
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