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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 | 34.16% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 5,408 CHF | 7,608 CHF | 100.00% | 100.00% |
| 19/11/2024 | 37.74% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 4,759 CHF | 6,959 CHF | 100.00% | 100.00% |
| 18/11/2024 | 35.24% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 5,166 CHF | 7,366 CHF | 100.00% | 100.00% |
| 15/11/2024 | 26.78% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 7,180 CHF | 9,380 CHF | 100.00% | 100.00% |
| 14/11/2024 | 23.86% | 0.04 CHF | 0.05 CHF | 220,000 | 220,000 | 219,879 | 219,879 | 8,172 CHF | 10,371 CHF | 100.00% | 100.00% |
| 13/11/2024 | 30.37% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 221,006 | 221,006 | 6,255 CHF | 8,467 CHF | 100.00% | 100.00% |
| 12/11/2024 | 23.04% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 8,480 CHF | 10,680 CHF | 100.00% | 100.00% |
| 11/11/2024 | 15.68% | 0.06 CHF | 0.07 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 12,359 CHF | 14,459 CHF | 100.00% | 100.00% |
| 08/11/2024 | 17.80% | 0.05 CHF | 0.06 CHF | 220,000 | 220,000 | 213,646 | 213,646 | 10,985 CHF | 13,121 CHF | 100.00% | 100.00% |
| 07/11/2024 | 14.48% | 0.06 CHF | 0.07 CHF | 210,000 | 210,000 | 209,833 | 209,833 | 13,464 CHF | 15,563 CHF | 100.00% | 100.00% |
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