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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 | 76.11% | 0.02 CHF | 0.03 CHF | 130,000 | 130,000 | 121,129 | 121,129 | 1,407 CHF | 3,095 CHF | 100.00% | 100.00% |
| 19/11/2024 | 57.64% | 0.02 CHF | 0.03 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 2,087 CHF | 3,696 CHF | 99.85% | 99.85% |
| 18/11/2024 | 151.71% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 128,252 | 128,252 | 437 CHF | 3,078 CHF | 90.04% | 100.00% |
| 15/11/2024 | 82.24% | 0.00 CHF | 0.02 CHF | 120,000 | 120,000 | 122,600 | 122,600 | 1,286 CHF | 3,024 CHF | 100.00% | 100.00% |
| 14/11/2024 | 111.30% | 0.01 CHF | 0.02 CHF | 130,000 | 130,000 | 129,020 | 129,020 | 895 CHF | 3,096 CHF | 100.00% | 100.00% |
| 13/11/2024 | 169.23% | 0.00 CHF | 0.02 CHF | 120,000 | 120,000 | 127,852 | 127,852 | 256 CHF | 3,068 CHF | 23.84% | 100.00% |
| 12/11/2024 | 129.28% | 0.00 CHF | 0.02 CHF | 130,000 | 130,000 | 121,923 | 121,923 | 660 CHF | 2,926 CHF | 78.88% | 99.85% |
| 11/11/2024 | 71.43% | 0.01 CHF | 0.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 1,530 CHF | 3,217 CHF | 100.00% | 100.00% |
| 08/11/2024 | 96.48% | 0.01 CHF | 0.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 1,025 CHF | 2,905 CHF | 98.88% | 98.88% |
| 07/11/2024 | 68.90% | 0.01 CHF | 0.03 CHF | 130,000 | 130,000 | 123,492 | 123,492 | 1,620 CHF | 3,287 CHF | 100.00% | 100.00% |
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