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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 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 100.00% | 100.00% |
| 19/11/2024 | 65.89% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,179 CHF | 1,531 CHF | 99.40% | 99.40% |
| 18/11/2024 | 66.82% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 69,487 | 6,654 CHF | 1,785 CHF | 100.00% | 100.00% |
| 15/11/2024 | 28.20% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 499,995 | 75,000 | 16,423 CHF | 3,236 CHF | 100.00% | 100.00% |
| 14/11/2024 | 30.89% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 492,814 | 75,000 | 16,460 CHF | 3,395 CHF | 99.52% | 99.52% |
| 13/11/2024 | 17.65% | 0.05 CHF | 0.06 CHF | 385,933 | 75,000 | 383,737 | 74,442 | 21,404 CHF | 4,948 CHF | 99.32% | 99.32% |
| 12/11/2024 | 13.36% | 0.07 CHF | 0.08 CHF | 351,018 | 75,000 | 322,665 | 75,000 | 24,362 CHF | 6,487 CHF | 99.95% | 99.95% |
| 11/11/2024 | 10.78% | 0.09 CHF | 0.11 CHF | 282,455 | 75,000 | 262,916 | 75,000 | 27,671 CHF | 8,818 CHF | 100.00% | 100.00% |
| 08/11/2024 | 8.77% | 0.10 CHF | 0.11 CHF | 267,734 | 75,000 | 242,188 | 75,000 | 29,288 CHF | 9,926 CHF | 100.00% | 100.00% |
| 07/11/2024 | 6.36% | 0.19 CHF | 0.20 CHF | 207,190 | 75,000 | 200,913 | 71,816 | 41,639 CHF | 15,822 CHF | 80.74% | 80.74% |
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