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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 | 12.73% | 0.09 CHF | 0.10 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 57,269 CHF | 6,477 CHF | 99.16% | 99.16% |
| 22/11/2024 | 17.36% | 0.08 CHF | 0.09 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 40,097 CHF | 4,760 CHF | 99.17% | 99.17% |
| 20/11/2024 | 16.41% | 0.05 CHF | 0.06 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 42,248 CHF | 4,975 CHF | 99.17% | 99.17% |
| 19/11/2024 | 17.62% | 0.05 CHF | 0.06 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 39,010 CHF | 4,651 CHF | 99.16% | 99.16% |
| 18/11/2024 | 13.86% | 0.06 CHF | 0.07 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 50,729 CHF | 5,823 CHF | 98.77% | 98.77% |
| 15/11/2024 | 12.75% | 0.10 CHF | 0.11 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 55,419 CHF | 6,292 CHF | 99.17% | 99.17% |
| 14/11/2024 | 9.73% | 0.09 CHF | 0.10 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 73,487 CHF | 8,099 CHF | 99.16% | 99.16% |
| 13/11/2024 | 10.30% | 0.10 CHF | 0.11 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 69,215 CHF | 7,672 CHF | 98.93% | 98.93% |
| 12/11/2024 | 7.76% | 0.10 CHF | 0.11 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 94,388 CHF | 10,189 CHF | 99.16% | 99.16% |
| 11/11/2024 | 6.35% | 0.17 CHF | 0.18 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 114,581 CHF | 12,208 CHF | 99.16% | 99.16% |
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