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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 7.78% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 93,892 CHF | 13,519 CHF | 99.16% | 99.16% |
| 22/11/2024 | 9.69% | 0.13 CHF | 0.14 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 74,357 CHF | 10,914 CHF | 99.17% | 99.17% |
| 20/11/2024 | 9.77% | 0.09 CHF | 0.10 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 73,134 CHF | 10,751 CHF | 99.17% | 99.17% |
| 19/11/2024 | 10.32% | 0.09 CHF | 0.10 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 69,042 CHF | 10,206 CHF | 99.16% | 99.16% |
| 18/11/2024 | 8.75% | 0.11 CHF | 0.12 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 82,112 CHF | 11,948 CHF | 98.77% | 98.77% |
| 15/11/2024 | 8.43% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 85,449 CHF | 12,393 CHF | 99.17% | 99.17% |
| 14/11/2024 | 7.00% | 0.13 CHF | 0.14 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 103,489 CHF | 14,799 CHF | 99.16% | 99.16% |
| 13/11/2024 | 7.29% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 99,215 CHF | 14,229 CHF | 98.93% | 98.93% |
| 12/11/2024 | 5.96% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 122,996 CHF | 17,400 CHF | 99.16% | 99.16% |
| 11/11/2024 | 5.20% | 0.20 CHF | 0.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 140,878 CHF | 19,784 CHF | 99.16% | 99.16% |
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