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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 | 20.99% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 32,290 CHF | 13,264 CHF | 99.17% | 99.17% |
| 19/11/2024 | 20.74% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 32,745 CHF | 13,415 CHF | 99.17% | 99.17% |
| 18/11/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 37,470 CHF | 14,990 CHF | 99.23% | 99.23% |
| 15/11/2024 | 13.45% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 52,331 CHF | 19,944 CHF | 99.17% | 99.17% |
| 14/11/2024 | 10.12% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 70,576 CHF | 26,025 CHF | 99.16% | 99.16% |
| 13/11/2024 | 9.39% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 76,176 CHF | 27,892 CHF | 99.16% | 99.16% |
| 12/11/2024 | 7.43% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 97,284 CHF | 34,928 CHF | 99.16% | 99.16% |
| 11/11/2024 | 6.74% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 702,252 | 234,084 | 100,675 CHF | 35,899 CHF | 99.17% | 99.17% |
| 08/11/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 98,389 CHF | 35,296 CHF | 99.17% | 99.17% |
| 07/11/2024 | 7.36% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 98,339 CHF | 35,280 CHF | 98.27% | 98.27% |
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