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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 | 20.47% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 6,163 CHF | 7,563 CHF | 100.00% | 100.00% |
| 19/11/2024 | 32.28% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,652 CHF | 5,052 CHF | 100.00% | 100.00% |
| 18/11/2024 | 31.40% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,797 CHF | 5,197 CHF | 100.00% | 100.00% |
| 15/11/2024 | 22.76% | 0.03 CHF | 0.04 CHF | 130,000 | 130,000 | 129,043 | 129,043 | 5,097 CHF | 6,388 CHF | 100.00% | 100.00% |
| 14/11/2024 | 16.00% | 0.05 CHF | 0.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 5,772 CHF | 6,772 CHF | 99.98% | 99.98% |
| 13/11/2024 | 12.64% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 7,431 CHF | 8,431 CHF | 100.00% | 100.00% |
| 12/11/2024 | 9.19% | 0.10 CHF | 0.11 CHF | 130,000 | 130,000 | 125,748 | 125,748 | 13,689 CHF | 14,946 CHF | 100.00% | 100.00% |
| 11/11/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 10,474 CHF | 11,774 CHF | 100.00% | 100.00% |
| 08/11/2024 | 14.53% | 0.06 CHF | 0.07 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 8,351 CHF | 9,651 CHF | 98.90% | 98.90% |
| 07/11/2024 | 10.85% | 0.08 CHF | 0.09 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 10,475 CHF | 11,675 CHF | 100.00% | 100.00% |
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