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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 | 10.50% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 90,367 CHF | 100,367 CHF | 99.42% | 99.42% |
| 19/11/2024 | 9.77% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 97,582 CHF | 107,582 CHF | 100.00% | 100.00% |
| 18/11/2024 | 9.95% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 95,644 CHF | 105,644 CHF | 99.26% | 99.26% |
| 15/11/2024 | 9.64% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 98,977 CHF | 108,977 CHF | 98.67% | 98.67% |
| 14/11/2024 | 9.91% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 96,114 CHF | 106,114 CHF | 100.00% | 100.00% |
| 13/11/2024 | 8.45% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 113,841 CHF | 123,841 CHF | 99.08% | 99.08% |
| 12/11/2024 | 7.93% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 121,106 CHF | 131,106 CHF | 99.81% | 99.81% |
| 11/11/2024 | 7.44% | 0.13 CHF | 0.14 CHF | 950,000 | 950,000 | 950,000 | 950,000 | 122,976 CHF | 132,476 CHF | 100.00% | 100.00% |
| 08/11/2024 | 5.86% | 0.15 CHF | 0.16 CHF | 820,000 | 820,000 | 820,000 | 820,000 | 135,957 CHF | 144,157 CHF | 100.00% | 100.00% |
| 07/11/2024 | 5.50% | 0.19 CHF | 0.20 CHF | 930,000 | 930,000 | 930,000 | 930,000 | 165,090 CHF | 174,390 CHF | 99.96% | 99.96% |
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