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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 | 18.20% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,997 CHF | 4,500 CHF | 100.00% | 100.00% |
| 19/11/2024 | 22.05% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,694 CHF | 3,871 CHF | 99.40% | 99.40% |
| 18/11/2024 | 27.37% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 69,487 | 22,193 CHF | 4,029 CHF | 100.00% | 100.00% |
| 15/11/2024 | 17.84% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,355 CHF | 5,270 CHF | 99.99% | 99.99% |
| 14/11/2024 | 17.34% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,310 CHF | 5,397 CHF | 99.52% | 99.52% |
| 13/11/2024 | 12.79% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 74,442 | 38,722 CHF | 6,546 CHF | 99.32% | 99.32% |
| 12/11/2024 | 11.99% | 0.09 CHF | 0.10 CHF | 495,331 | 75,000 | 471,510 | 75,000 | 41,908 CHF | 7,520 CHF | 100.00% | 100.00% |
| 11/11/2024 | 9.58% | 0.10 CHF | 0.11 CHF | 445,697 | 75,000 | 410,522 | 75,000 | 43,424 CHF | 8,747 CHF | 100.00% | 100.00% |
| 08/11/2024 | 10.36% | 0.10 CHF | 0.12 CHF | 412,413 | 75,000 | 395,875 | 75,000 | 44,375 CHF | 9,330 CHF | 46.31% | 46.31% |
| 07/11/2024 | 7.47% | 0.14 CHF | 0.15 CHF | 335,246 | 75,000 | 302,857 | 73,933 | 49,088 CHF | 13,000 CHF | 50.00% | 50.00% |
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