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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 | 70.29% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,582 CHF | 100.00% | 100.00% |
| 19/11/2024 | 84.30% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,897 CHF | 99.40% | 99.40% |
| 18/11/2024 | 78.15% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 63,973 | 5,025 CHF | 1,434 CHF | 100.00% | 100.00% |
| 15/11/2024 | 40.82% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,932 CHF | 2,250 CHF | 99.99% | 99.99% |
| 14/11/2024 | 63.36% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 7,384 CHF | 2,069 CHF | 99.52% | 99.52% |
| 13/11/2024 | 87.08% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 74,138 | 5,576 CHF | 2,089 CHF | 98.34% | 98.34% |
| 12/11/2024 | 47.34% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,389 CHF | 2,250 CHF | 100.00% | 100.00% |
| 11/11/2024 | 48.27% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,482 CHF | 100.00% | 100.00% |
| 08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 100.00% | 100.00% |
| 07/11/2024 | 42.67% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 72,408 | 12,995 CHF | 2,863 CHF | 99.13% | 99.13% |
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