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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 | 10.11% | 0.08 CHF | 0.09 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 70,859 CHF | 7,836 CHF | 99.17% | 99.17% |
| 19/11/2024 | 11.27% | 0.09 CHF | 0.10 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 63,127 CHF | 7,063 CHF | 99.16% | 99.16% |
| 18/11/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 76,598 CHF | 8,410 CHF | 99.23% | 99.23% |
| 15/11/2024 | 7.49% | 0.12 CHF | 0.13 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 96,413 CHF | 10,391 CHF | 99.17% | 99.17% |
| 14/11/2024 | 5.97% | 0.15 CHF | 0.16 CHF | 750,000 | 75,000 | 653,523 | 75,000 | 105,947 CHF | 12,959 CHF | 99.16% | 99.16% |
| 13/11/2024 | 5.86% | 0.17 CHF | 0.18 CHF | 600,000 | 75,000 | 648,283 | 75,000 | 107,279 CHF | 13,194 CHF | 99.16% | 99.16% |
| 12/11/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 600,000 | 75,000 | 621,286 | 75,000 | 103,186 CHF | 13,223 CHF | 99.16% | 99.16% |
| 11/11/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 112,579 CHF | 14,822 CHF | 99.16% | 99.16% |
| 08/11/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 600,000 | 75,000 | 627,278 | 75,000 | 105,594 CHF | 13,400 CHF | 99.17% | 99.17% |
| 07/11/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 600,000 | 75,000 | 616,739 | 75,000 | 105,264 CHF | 13,572 CHF | 98.26% | 98.26% |
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