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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 | 13.82% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 50,737 CHF | 19,412 CHF | 99.37% | 99.37% |
| 19/11/2024 | 13.88% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 50,503 CHF | 19,334 CHF | 99.38% | 99.38% |
| 18/11/2024 | 12.54% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 56,588 CHF | 21,363 CHF | 99.37% | 99.37% |
| 15/11/2024 | 10.72% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 66,330 CHF | 24,610 CHF | 99.34% | 99.34% |
| 14/11/2024 | 9.39% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 76,188 CHF | 27,896 CHF | 99.37% | 99.37% |
| 13/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 74,999 CHF | 27,500 CHF | 99.38% | 99.38% |
| 12/11/2024 | 9.94% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 71,864 CHF | 26,455 CHF | 99.16% | 99.16% |
| 11/11/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 74,795 CHF | 27,432 CHF | 99.13% | 99.13% |
| 08/11/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 75,299 CHF | 27,600 CHF | 99.38% | 99.38% |
| 07/11/2024 | 9.24% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 77,603 CHF | 28,368 CHF | 98.56% | 98.56% |
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