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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 | 13.02% | 0.06 CHF | 0.07 CHF | 920,000 | 920,000 | 920,000 | 920,000 | 66,342 CHF | 75,542 CHF | 99.42% | 99.42% |
| 19/11/2024 | 11.59% | 0.09 CHF | 0.10 CHF | 920,000 | 920,000 | 920,000 | 920,000 | 75,097 CHF | 84,297 CHF | 100.00% | 100.00% |
| 18/11/2024 | 12.43% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 75,677 CHF | 85,677 CHF | 99.26% | 99.26% |
| 15/11/2024 | 11.90% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 79,594 CHF | 89,594 CHF | 98.67% | 98.67% |
| 14/11/2024 | 12.88% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 73,127 CHF | 83,127 CHF | 100.00% | 100.00% |
| 13/11/2024 | 9.37% | 0.08 CHF | 0.09 CHF | 850,000 | 850,000 | 850,000 | 850,000 | 87,275 CHF | 95,775 CHF | 99.08% | 99.08% |
| 12/11/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 780,000 | 780,000 | 780,000 | 780,000 | 88,113 CHF | 95,913 CHF | 99.81% | 99.81% |
| 11/11/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 89,041 CHF | 95,841 CHF | 100.00% | 100.00% |
| 08/11/2024 | 5.16% | 0.16 CHF | 0.17 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 115,562 CHF | 121,662 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.88% | 0.21 CHF | 0.22 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 136,471 CHF | 143,271 CHF | 99.96% | 99.96% |
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