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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 | 7.50% | 0.12 CHF | 0.13 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 9,035 CHF | 9,735 CHF | 99.49% | 99.49% |
| 19/11/2024 | 8.77% | 0.12 CHF | 0.13 CHF | 70,000 | 70,000 | 70,657 | 70,657 | 7,862 CHF | 8,569 CHF | 100.00% | 100.00% |
| 18/11/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 9,945 CHF | 10,645 CHF | 99.90% | 99.90% |
| 15/11/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 9,019 CHF | 9,719 CHF | 100.00% | 100.00% |
| 14/11/2024 | 12.34% | 0.11 CHF | 0.12 CHF | 70,000 | 70,000 | 73,268 | 73,268 | 5,729 CHF | 6,462 CHF | 98.62% | 98.62% |
| 13/11/2024 | 12.39% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 5,799 CHF | 6,527 CHF | 100.00% | 100.00% |
| 12/11/2024 | 7.23% | 0.11 CHF | 0.12 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 9,392 CHF | 10,092 CHF | 99.88% | 99.88% |
| 11/11/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 11,180 CHF | 11,880 CHF | 100.00% | 100.00% |
| 08/11/2024 | 7.25% | 0.13 CHF | 0.14 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 9,338 CHF | 10,038 CHF | 99.04% | 99.04% |
| 07/11/2024 | 5.61% | 0.14 CHF | 0.16 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 12,181 CHF | 12,881 CHF | 100.00% | 100.00% |
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