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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 | 8.25% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 87,272 CHF | 31,591 CHF | 99.38% | 99.38% |
| 19/11/2024 | 8.51% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 84,503 CHF | 30,668 CHF | 99.37% | 99.37% |
| 18/11/2024 | 7.27% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 99,558 CHF | 35,686 CHF | 99.22% | 99.22% |
| 15/11/2024 | 6.10% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 119,371 CHF | 42,290 CHF | 99.37% | 99.37% |
| 14/11/2024 | 5.20% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 140,686 CHF | 49,395 CHF | 99.36% | 99.36% |
| 13/11/2024 | 5.10% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 143,245 CHF | 50,248 CHF | 99.36% | 99.36% |
| 12/11/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 163,465 CHF | 56,988 CHF | 99.37% | 99.37% |
| 11/11/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 179,315 CHF | 62,272 CHF | 99.37% | 99.37% |
| 08/11/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 249,952 | 159,701 CHF | 55,723 CHF | 99.38% | 99.38% |
| 07/11/2024 | 4.91% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 149,244 CHF | 52,248 CHF | 99.28% | 99.28% |
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