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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 | 68.98% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,057 CHF | 1,567 CHF | 96.88% | 96.88% |
| 19/11/2024 | 86.60% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,949 CHF | 82.18% | 82.18% |
| 18/11/2024 | 97.85% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 63,971 | 5,238 CHF | 1,891 CHF | 100.00% | 100.00% |
| 15/11/2024 | 39.04% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,490 CHF | 2,154 CHF | 83.19% | 83.19% |
| 14/11/2024 | 37.43% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,276 CHF | 2,243 CHF | 99.27% | 99.27% |
| 13/11/2024 | 32.99% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 49,685 | 20,289 CHF | 2,776 CHF | 95.44% | 95.44% |
| 12/11/2024 | 30.15% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,816 CHF | 3,492 CHF | 87.29% | 87.29% |
| 11/11/2024 | 20.68% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,000 CHF | 3,701 CHF | 99.46% | 99.46% |
| 08/11/2024 | 26.31% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,001 CHF | 3,914 CHF | 100.00% | 100.00% |
| 07/11/2024 | 28.78% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 48,746 | 30,098 CHF | 3,910 CHF | 99.05% | 99.05% |
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