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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 | 18.50% | 0.04 CHF | 0.05 CHF | 75,000 | 75,000 | 57,260 | 57,259 | 2,807 CHF | 3,379 CHF | 99.95% | 99.95% |
| 19/11/2024 | 22.58% | 0.05 CHF | 0.06 CHF | 75,000 | 75,000 | 84,999 | 85,005 | 3,339 CHF | 4,190 CHF | 97.18% | 97.18% |
| 18/11/2024 | 26.34% | 0.03 CHF | 0.04 CHF | 125,000 | 125,000 | 104,234 | 104,234 | 3,444 CHF | 4,487 CHF | 99.88% | 99.88% |
| 15/11/2024 | 25.42% | 0.04 CHF | 0.05 CHF | 125,000 | 125,000 | 101,412 | 101,412 | 3,487 CHF | 4,501 CHF | 100.00% | 100.00% |
| 14/11/2024 | 24.08% | 0.04 CHF | 0.05 CHF | 75,000 | 75,000 | 93,684 | 93,686 | 3,415 CHF | 4,352 CHF | 99.53% | 99.53% |
| 13/11/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 100,000 | 100,000 | 86,661 | 86,664 | 3,464 CHF | 4,330 CHF | 99.95% | 99.95% |
| 12/11/2024 | 18.66% | 0.04 CHF | 0.05 CHF | 75,000 | 75,000 | 74,726 | 74,725 | 3,644 CHF | 4,391 CHF | 99.75% | 99.75% |
| 11/11/2024 | 15.04% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 50,299 | 50,300 | 3,097 CHF | 3,600 CHF | 99.80% | 99.80% |
| 08/11/2024 | 16.58% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 55,140 | 55,137 | 3,045 CHF | 3,596 CHF | 99.82% | 99.82% |
| 07/11/2024 | 15.72% | 0.06 CHF | 0.07 CHF | 50,000 | 50,000 | 55,929 | 55,930 | 3,260 CHF | 3,819 CHF | 96.70% | 96.70% |
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