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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 | 9.61% | 0.10 CHF | 0.12 CHF | 437,230 | 75,000 | 436,364 | 75,000 | 43,906 CHF | 8,309 CHF | 100.00% | 100.00% |
| 19/11/2024 | 10.76% | 0.10 CHF | 0.11 CHF | 467,769 | 75,000 | 466,173 | 75,000 | 42,641 CHF | 7,648 CHF | 99.40% | 99.40% |
| 18/11/2024 | 12.29% | 0.10 CHF | 0.11 CHF | 470,837 | 75,000 | 462,522 | 69,487 | 44,721 CHF | 7,556 CHF | 100.00% | 100.00% |
| 15/11/2024 | 8.45% | 0.11 CHF | 0.12 CHF | 416,996 | 75,000 | 403,401 | 75,000 | 46,747 CHF | 9,469 CHF | 46.06% | 46.06% |
| 14/11/2024 | 8.37% | 0.13 CHF | 0.14 CHF | 391,133 | 75,000 | 402,443 | 75,000 | 48,757 CHF | 9,945 CHF | 30.15% | 30.15% |
| 13/11/2024 | 7.21% | 0.14 CHF | 0.15 CHF | 352,521 | 75,000 | 344,371 | 73,831 | 49,818 CHF | 11,477 CHF | 47.36% | 47.36% |
| 12/11/2024 | 6.35% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 306,556 | 75,000 | 50,963 CHF | 13,302 CHF | 64.11% | 64.11% |
| 11/11/2024 | 5.89% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 264,136 | 75,000 | 50,534 CHF | 15,250 CHF | 100.00% | 100.00% |
| 08/11/2024 | 5.58% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 245,819 | 75,000 | 50,377 CHF | 16,281 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.71% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 186,269 | 72,407 | 49,581 CHF | 20,292 CHF | 99.12% | 99.12% |
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