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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 | 8.00% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 90,206 CHF | 32,569 CHF | 99.38% | 99.38% |
| 19/11/2024 | 10.24% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 69,691 CHF | 25,730 CHF | 99.38% | 99.38% |
| 18/11/2024 | 9.40% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 76,302 CHF | 27,934 CHF | 99.38% | 99.38% |
| 15/11/2024 | 8.56% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 85,367 CHF | 30,956 CHF | 99.34% | 99.34% |
| 14/11/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 97,479 CHF | 34,993 CHF | 99.38% | 99.38% |
| 13/11/2024 | 6.54% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 111,116 CHF | 39,539 CHF | 99.38% | 99.38% |
| 12/11/2024 | 5.36% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 136,594 CHF | 48,031 CHF | 99.15% | 99.15% |
| 11/11/2024 | 5.59% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 130,519 CHF | 46,007 CHF | 99.13% | 99.13% |
| 08/11/2024 | 5.71% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 127,656 CHF | 45,052 CHF | 99.37% | 99.37% |
| 07/11/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 110,518 CHF | 39,340 CHF | 98.56% | 98.56% |
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