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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 | 10.79% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 65,912 CHF | 24,471 CHF | 99.17% | 99.17% |
| 19/11/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 60,048 CHF | 22,516 CHF | 99.17% | 99.17% |
| 18/11/2024 | 11.86% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 59,536 CHF | 22,345 CHF | 99.23% | 99.23% |
| 15/11/2024 | 10.66% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 66,691 CHF | 24,730 CHF | 99.17% | 99.17% |
| 14/11/2024 | 11.66% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 60,904 CHF | 22,801 CHF | 99.16% | 99.16% |
| 13/11/2024 | 13.10% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 53,600 CHF | 20,367 CHF | 99.16% | 99.16% |
| 12/11/2024 | 9.50% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 75,587 CHF | 27,696 CHF | 99.17% | 99.17% |
| 11/11/2024 | 6.83% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 106,376 CHF | 37,959 CHF | 99.17% | 99.17% |
| 08/11/2024 | 7.14% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 101,457 CHF | 36,319 CHF | 99.17% | 99.17% |
| 07/11/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,273 CHF | 37,591 CHF | 98.26% | 98.26% |
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