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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 | 8.81% | 0.10 CHF | 0.11 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 20,720 CHF | 22,620 CHF | 100.00% | 100.00% |
| 19/11/2024 | 9.72% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 19,622 CHF | 21,622 CHF | 100.00% | 100.00% |
| 18/11/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 19,081 CHF | 20,981 CHF | 100.00% | 100.00% |
| 15/11/2024 | 8.05% | 0.11 CHF | 0.12 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 19,156 CHF | 20,756 CHF | 100.00% | 100.00% |
| 14/11/2024 | 7.44% | 0.15 CHF | 0.16 CHF | 210,000 | 210,000 | 209,871 | 209,871 | 27,274 CHF | 29,373 CHF | 100.00% | 100.00% |
| 13/11/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 190,000 | 190,000 | 191,022 | 191,022 | 19,484 CHF | 21,395 CHF | 100.00% | 100.00% |
| 12/11/2024 | 7.56% | 0.12 CHF | 0.13 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 20,418 CHF | 22,018 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.54% | 0.17 CHF | 0.18 CHF | 160,000 | 160,000 | 159,979 | 159,979 | 28,100 CHF | 29,700 CHF | 100.00% | 100.00% |
| 08/11/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 150,000 | 150,000 | 143,639 | 143,639 | 23,028 CHF | 24,465 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.83% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 30,344 CHF | 31,844 CHF | 100.00% | 100.00% |
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