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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 | 28.55% | 0.08 CHF | 0.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,565 CHF | 2,085 CHF | 99.42% | 99.42% |
| 19/11/2024 | 37.71% | 0.06 CHF | 0.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,129 CHF | 1,640 CHF | 100.00% | 100.00% |
| 18/11/2024 | 25.29% | 0.09 CHF | 0.12 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,800 CHF | 2,320 CHF | 99.88% | 99.88% |
| 15/11/2024 | 19.51% | 0.11 CHF | 0.13 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 2,430 CHF | 2,950 CHF | 100.00% | 100.00% |
| 14/11/2024 | 20.53% | 0.15 CHF | 0.17 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 2,299 CHF | 2,819 CHF | 98.50% | 98.50% |
| 13/11/2024 | 28.26% | 0.10 CHF | 0.12 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,604 CHF | 2,123 CHF | 100.00% | 100.00% |
| 12/11/2024 | 14.69% | 0.13 CHF | 0.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 3,301 CHF | 3,821 CHF | 99.87% | 99.87% |
| 11/11/2024 | 12.49% | 0.20 CHF | 0.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 3,907 CHF | 4,427 CHF | 100.00% | 100.00% |
| 08/11/2024 | 15.67% | 0.15 CHF | 0.17 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 3,066 CHF | 3,586 CHF | 98.31% | 98.31% |
| 07/11/2024 | 13.30% | 0.19 CHF | 0.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 3,664 CHF | 4,184 CHF | 100.00% | 100.00% |
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