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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 | 6.12% | 0.15 CHF | 0.16 CHF | 339,334 | 75,000 | 321,975 | 75,000 | 51,027 CHF | 12,666 CHF | 91.67% | 91.67% |
| 19/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 418,545 | 75,000 | 378,075 | 73,453 | 46,814 CHF | 9,886 CHF | 100.00% | 100.00% |
| 18/11/2024 | 7.69% | 0.13 CHF | 0.14 CHF | 396,100 | 75,000 | 343,259 | 53,649 | 49,994 CHF | 8,162 CHF | 51.65% | 51.65% |
| 15/11/2024 | 6.93% | 0.16 CHF | 0.17 CHF | 339,907 | 75,000 | 360,106 | 75,000 | 50,271 CHF | 11,359 CHF | 19.03% | 19.03% |
| 14/11/2024 | 7.76% | 0.14 CHF | 0.15 CHF | 374,323 | 75,000 | 396,846 | 75,000 | 49,247 CHF | 10,109 CHF | 30.42% | 30.42% |
| 13/11/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 464,461 | 75,000 | 473,459 | 74,146 | 47,339 CHF | 8,155 CHF | 99.32% | 99.32% |
| 12/11/2024 | 8.10% | 0.10 CHF | 0.11 CHF | 443,765 | 75,000 | 417,488 | 75,000 | 49,478 CHF | 9,639 CHF | 100.00% | 100.00% |
| 11/11/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 373,338 | 75,000 | 386,215 | 75,000 | 49,862 CHF | 10,434 CHF | 15.88% | 15.88% |
| 08/11/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 417,862 | 75,000 | 419,450 | 75,000 | 50,160 CHF | 9,718 CHF | 100.00% | 100.00% |
| 07/11/2024 | 7.53% | 0.13 CHF | 0.14 CHF | 372,001 | 75,000 | 382,812 | 73,067 | 50,258 CHF | 10,391 CHF | 62.25% | 62.25% |
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