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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 | 19.99% | 0.10 CHF | 0.12 CHF | 271,597 | 75,000 | 274,384 | 75,000 | 26,134 CHF | 8,728 CHF | 100.00% | 100.00% |
| 19/11/2024 | 11.67% | 0.09 CHF | 0.10 CHF | 304,653 | 75,000 | 302,724 | 75,000 | 26,326 CHF | 7,336 CHF | 99.40% | 99.40% |
| 18/11/2024 | 12.46% | 0.10 CHF | 0.11 CHF | 274,482 | 75,000 | 285,711 | 69,487 | 27,297 CHF | 7,474 CHF | 100.00% | 100.00% |
| 15/11/2024 | 8.02% | 0.11 CHF | 0.12 CHF | 269,642 | 75,000 | 244,024 | 75,000 | 33,147 CHF | 11,074 CHF | 100.00% | 100.00% |
| 14/11/2024 | 7.73% | 0.14 CHF | 0.15 CHF | 236,820 | 75,000 | 244,839 | 75,000 | 33,448 CHF | 11,124 CHF | 99.52% | 99.52% |
| 13/11/2024 | 6.15% | 0.17 CHF | 0.18 CHF | 222,465 | 75,000 | 212,417 | 74,442 | 37,848 CHF | 14,110 CHF | 99.32% | 99.32% |
| 12/11/2024 | 5.40% | 0.20 CHF | 0.21 CHF | 199,880 | 75,000 | 198,868 | 75,000 | 42,150 CHF | 16,786 CHF | 98.29% | 98.29% |
| 11/11/2024 | 5.68% | 0.24 CHF | 0.25 CHF | 189,228 | 75,000 | 184,649 | 75,000 | 47,554 CHF | 20,490 CHF | 27.74% | 27.74% |
| 08/11/2024 | 5.93% | 0.25 CHF | 0.26 CHF | 185,550 | 75,000 | 179,991 | 75,000 | 48,840 CHF | 21,621 CHF | 46.31% | 46.31% |
| 07/11/2024 | 6.05% | 0.35 CHF | 0.38 CHF | 150,000 | 75,000 | 137,786 | 71,817 | 51,822 CHF | 28,694 CHF | 80.73% | 80.73% |
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