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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 | 4.38% | 0.25 CHF | 0.26 CHF | 640,000 | 640,000 | 640,000 | 640,000 | 143,329 CHF | 149,729 CHF | 99.42% | 99.42% |
| 19/11/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 640,000 | 640,000 | 640,000 | 640,000 | 134,432 CHF | 140,832 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.42% | 0.21 CHF | 0.22 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 130,727 CHF | 136,627 CHF | 99.26% | 99.26% |
| 15/11/2024 | 4.52% | 0.23 CHF | 0.24 CHF | 590,000 | 590,000 | 590,000 | 590,000 | 128,113 CHF | 134,013 CHF | 98.67% | 98.67% |
| 14/11/2024 | 4.13% | 0.21 CHF | 0.22 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 147,671 CHF | 153,871 CHF | 100.00% | 100.00% |
| 13/11/2024 | 5.49% | 0.21 CHF | 0.22 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 124,586 CHF | 131,586 CHF | 99.08% | 99.08% |
| 12/11/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 135,056 CHF | 142,556 CHF | 99.81% | 99.81% |
| 11/11/2024 | 6.52% | 0.16 CHF | 0.17 CHF | 870,000 | 870,000 | 870,000 | 870,000 | 129,869 CHF | 138,569 CHF | 100.00% | 100.00% |
| 08/11/2024 | 10.86% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 87,460 CHF | 97,460 CHF | 100.00% | 100.00% |
| 07/11/2024 | 10.39% | 0.08 CHF | 0.09 CHF | 920,000 | 920,000 | 920,000 | 920,000 | 84,836 CHF | 94,036 CHF | 99.96% | 99.96% |
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