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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 | 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 | 57.37% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 7,989 CHF | 2,098 CHF | 99.40% | 99.40% |
| 18/11/2024 | 55.19% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 69,487 | 8,979 CHF | 2,155 CHF | 100.00% | 100.00% |
| 15/11/2024 | 30.81% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,078 CHF | 2,865 CHF | 100.00% | 100.00% |
| 14/11/2024 | 32.40% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,876 CHF | 2,863 CHF | 99.52% | 99.52% |
| 13/11/2024 | 22.62% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 74,442 | 20,008 CHF | 3,735 CHF | 99.32% | 99.32% |
| 12/11/2024 | 18.71% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,255 CHF | 4,569 CHF | 100.00% | 100.00% |
| 11/11/2024 | 15.27% | 0.06 CHF | 0.07 CHF | 483,263 | 75,000 | 466,785 | 75,000 | 30,451 CHF | 5,714 CHF | 100.00% | 100.00% |
| 08/11/2024 | 16.73% | 0.06 CHF | 0.08 CHF | 471,294 | 75,000 | 427,126 | 75,000 | 31,167 CHF | 6,488 CHF | 100.00% | 100.00% |
| 07/11/2024 | 10.94% | 0.09 CHF | 0.11 CHF | 360,513 | 75,000 | 322,009 | 72,407 | 37,734 CHF | 9,479 CHF | 99.11% | 99.11% |
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