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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 | 8.17% | 0.11 CHF | 0.12 CHF | 750,000 | 75,000 | 726,417 | 75,000 | 85,505 CHF | 9,597 CHF | 99.37% | 99.37% |
| 19/11/2024 | 8.65% | 0.12 CHF | 0.13 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 82,995 CHF | 9,050 CHF | 99.37% | 99.37% |
| 18/11/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 88,205 CHF | 11,776 CHF | 99.22% | 99.22% |
| 15/11/2024 | 4.87% | 0.17 CHF | 0.18 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 120,759 CHF | 15,845 CHF | 99.37% | 99.37% |
| 14/11/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 155,312 CHF | 20,164 CHF | 99.38% | 99.38% |
| 13/11/2024 | 3.76% | 0.28 CHF | 0.29 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 156,507 CHF | 20,313 CHF | 99.37% | 99.37% |
| 12/11/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 184,464 CHF | 23,808 CHF | 99.37% | 99.37% |
| 11/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600,000 | 75,000 | 550,953 | 75,000 | 187,709 CHF | 26,317 CHF | 99.37% | 99.37% |
| 08/11/2024 | 3.42% | 0.30 CHF | 0.31 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 172,701 CHF | 22,338 CHF | 99.37% | 99.37% |
| 07/11/2024 | 3.81% | 0.28 CHF | 0.29 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 155,151 CHF | 20,144 CHF | 99.28% | 99.28% |
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