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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 | 31.50% | 0.07 CHF | 0.10 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,178 CHF | 5,738 CHF | 100.00% | 100.00% |
| 19/11/2024 | 22.61% | 0.11 CHF | 0.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,250 CHF | 7,810 CHF | 100.00% | 100.00% |
| 18/11/2024 | 25.71% | 0.08 CHF | 0.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 5,293 CHF | 6,853 CHF | 98.95% | 98.95% |
| 15/11/2024 | 33.45% | 0.07 CHF | 0.10 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,886 CHF | 5,446 CHF | 100.00% | 100.00% |
| 14/11/2024 | 31.36% | 0.06 CHF | 0.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,238 CHF | 5,798 CHF | 100.00% | 100.00% |
| 13/11/2024 | 28.29% | 0.08 CHF | 0.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,739 CHF | 6,299 CHF | 99.88% | 99.88% |
| 12/11/2024 | 40.54% | 0.06 CHF | 0.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,077 CHF | 4,637 CHF | 100.00% | 100.00% |
| 11/11/2024 | 37.22% | 0.04 CHF | 0.07 CHF | 60,000 | 60,000 | 59,971 | 59,971 | 3,553 CHF | 5,113 CHF | 100.00% | 100.00% |
| 08/11/2024 | 27.08% | 0.08 CHF | 0.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,994 CHF | 6,554 CHF | 100.00% | 100.00% |
| 07/11/2024 | 23.01% | 0.10 CHF | 0.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,004 CHF | 7,564 CHF | 99.67% | 99.67% |
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