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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 | 39.45% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,242 CHF | 2,286 CHF | 100.00% | 100.00% |
| 19/11/2024 | 36.19% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,667 CHF | 2,500 CHF | 100.00% | 100.00% |
| 18/11/2024 | 39.00% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 406,272 | 63,973 | 10,885 CHF | 2,383 CHF | 100.00% | 100.00% |
| 15/11/2024 | 24.18% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 18,457 CHF | 2,346 CHF | 100.00% | 100.00% |
| 14/11/2024 | 18.63% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,444 CHF | 4,417 CHF | 99.52% | 99.52% |
| 13/11/2024 | 22.55% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 49,703 | 19,941 CHF | 2,485 CHF | 99.32% | 99.32% |
| 12/11/2024 | 17.35% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 26,484 CHF | 3,148 CHF | 100.00% | 100.00% |
| 11/11/2024 | 15.18% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,500 CHF | 3,550 CHF | 100.00% | 100.00% |
| 08/11/2024 | 17.44% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 26,329 CHF | 3,133 CHF | 100.00% | 100.00% |
| 07/11/2024 | 18.77% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 72,406 | 25,711 CHF | 4,490 CHF | 99.12% | 99.12% |
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