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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 | 16.89% | 0.06 CHF | 0.07 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 40,976 CHF | 4,848 CHF | 99.17% | 99.17% |
| 19/11/2024 | 20.57% | 0.04 CHF | 0.05 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 33,324 CHF | 4,082 CHF | 99.16% | 99.16% |
| 18/11/2024 | 14.20% | 0.06 CHF | 0.07 CHF | 750,000 | 75,000 | 710,102 | 75,000 | 46,614 CHF | 5,724 CHF | 99.23% | 99.23% |
| 15/11/2024 | 8.33% | 0.10 CHF | 0.11 CHF | 600,000 | 75,000 | 479,820 | 75,000 | 55,186 CHF | 9,449 CHF | 99.17% | 99.17% |
| 14/11/2024 | 6.20% | 0.15 CHF | 0.16 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 70,371 CHF | 12,479 CHF | 99.16% | 99.16% |
| 13/11/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 75,270 CHF | 13,295 CHF | 99.16% | 99.16% |
| 12/11/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 79,505 CHF | 14,001 CHF | 99.16% | 99.16% |
| 11/11/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 80,980 CHF | 14,247 CHF | 99.17% | 99.17% |
| 08/11/2024 | 4.74% | 0.18 CHF | 0.19 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 92,744 CHF | 16,207 CHF | 99.16% | 99.16% |
| 07/11/2024 | 4.08% | 0.23 CHF | 0.24 CHF | 450,000 | 75,000 | 342,435 | 75,000 | 81,845 CHF | 18,770 CHF | 98.26% | 98.26% |
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