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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 | 11.66% | 0.07 CHF | 0.08 CHF | 75,000 | 75,000 | 64,041 | 64,041 | 5,152 CHF | 5,792 CHF | 99.95% | 99.95% |
| 19/11/2024 | 13.54% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 75,318 | 75,320 | 5,208 CHF | 5,962 CHF | 97.17% | 97.17% |
| 18/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 79,237 | 79,237 | 4,753 CHF | 5,546 CHF | 99.88% | 99.88% |
| 15/11/2024 | 15.21% | 0.06 CHF | 0.07 CHF | 100,000 | 100,000 | 79,089 | 79,080 | 4,804 CHF | 5,594 CHF | 100.00% | 100.00% |
| 14/11/2024 | 14.60% | 0.07 CHF | 0.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 4,770 CHF | 5,520 CHF | 99.52% | 99.52% |
| 13/11/2024 | 14.49% | 0.07 CHF | 0.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 4,811 CHF | 5,561 CHF | 99.96% | 99.96% |
| 12/11/2024 | 12.85% | 0.07 CHF | 0.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 5,469 CHF | 6,219 CHF | 99.75% | 99.75% |
| 11/11/2024 | 11.28% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 70,223 | 70,225 | 5,872 CHF | 6,574 CHF | 99.81% | 99.81% |
| 08/11/2024 | 11.92% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 5,921 CHF | 6,671 CHF | 99.82% | 99.82% |
| 07/11/2024 | 11.82% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,458 | 74,461 | 5,943 CHF | 6,687 CHF | 96.72% | 96.72% |
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