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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 | 23.79% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,163 CHF | 4,599 CHF | 100.00% | 100.00% |
| 22/11/2024 | 27.36% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,087 CHF | 3,753 CHF | 100.00% | 100.00% |
| 20/11/2024 | 38.43% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,707 CHF | 3,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 45.61% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,559 CHF | 2,259 CHF | 99.89% | 99.89% |
| 18/11/2024 | 55.67% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 69,486 | 11,813 CHF | 2,849 CHF | 100.00% | 100.00% |
| 15/11/2024 | 67.59% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 245,109 | 54,333 | 6,519 CHF | 2,454 CHF | 100.00% | 100.00% |
| 14/11/2024 | 37.24% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,862 CHF | 3,000 CHF | 98.90% | 98.90% |
| 13/11/2024 | 45.63% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 74,449 | 12,766 CHF | 2,979 CHF | 99.36% | 99.36% |
| 12/11/2024 | 37.04% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,987 CHF | 3,288 CHF | 98.84% | 98.84% |
| 11/11/2024 | 26.13% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 476,458 | 73,091 | 18,663 CHF | 3,694 CHF | 99.61% | 99.61% |
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