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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 16.05% | 0.06 CHF | 0.07 CHF | 220,000 | 220,000 | 220,000 | 220,000 | 12,719 CHF | 14,919 CHF | 100.00% | 100.00% |
| 20/11/2024 | 10.92% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,019 | 200,019 | 17,383 CHF | 19,383 CHF | 100.00% | 100.00% |
| 19/11/2024 | 8.55% | 0.09 CHF | 0.10 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 14,601 CHF | 15,901 CHF | 100.00% | 100.00% |
| 18/11/2024 | 7.58% | 0.13 CHF | 0.14 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 16,515 CHF | 17,815 CHF | 100.00% | 100.00% |
| 15/11/2024 | 6.86% | 0.14 CHF | 0.15 CHF | 120,000 | 120,000 | 120,699 | 120,699 | 16,999 CHF | 18,206 CHF | 100.00% | 100.00% |
| 14/11/2024 | 7.30% | 0.14 CHF | 0.15 CHF | 130,000 | 130,000 | 136,794 | 136,794 | 18,071 CHF | 19,439 CHF | 99.36% | 99.36% |
| 13/11/2024 | 7.22% | 0.13 CHF | 0.14 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 17,411 CHF | 18,711 CHF | 100.00% | 100.00% |
| 12/11/2024 | 6.66% | 0.13 CHF | 0.14 CHF | 130,000 | 130,000 | 121,587 | 121,587 | 17,662 CHF | 18,880 CHF | 100.00% | 100.00% |
| 11/11/2024 | 7.05% | 0.16 CHF | 0.17 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 21,300 CHF | 22,857 CHF | 99.93% | 99.93% |
| 08/11/2024 | 7.11% | 0.14 CHF | 0.15 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 17,698 CHF | 19,001 CHF | 100.00% | 100.00% |
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