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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 | 3.89% | 0.28 CHF | 0.28 CHF | 860,000 | 860,000 | 860,000 | 860,000 | 216,826 CHF | 225,426 CHF | 99.42% | 99.42% |
| 19/11/2024 | 4.05% | 0.23 CHF | 0.24 CHF | 860,000 | 860,000 | 860,000 | 860,000 | 208,071 CHF | 216,671 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 780,000 | 780,000 | 780,000 | 780,000 | 197,703 CHF | 205,503 CHF | 99.26% | 99.26% |
| 15/11/2024 | 3.92% | 0.26 CHF | 0.27 CHF | 770,000 | 770,000 | 770,000 | 770,000 | 192,846 CHF | 200,546 CHF | 98.67% | 98.67% |
| 14/11/2024 | 3.63% | 0.25 CHF | 0.26 CHF | 810,000 | 810,000 | 810,000 | 810,000 | 219,720 CHF | 227,820 CHF | 100.00% | 100.00% |
| 13/11/2024 | 4.48% | 0.24 CHF | 0.25 CHF | 910,000 | 910,000 | 910,000 | 910,000 | 198,758 CHF | 207,858 CHF | 99.08% | 99.08% |
| 12/11/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 960,000 | 960,000 | 960,000 | 960,000 | 211,930 CHF | 221,530 CHF | 99.79% | 99.79% |
| 11/11/2024 | 5.09% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 192,017 CHF | 202,017 CHF | 100.00% | 100.00% |
| 08/11/2024 | 7.01% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 137,840 CHF | 147,840 CHF | 100.00% | 100.00% |
| 07/11/2024 | 6.83% | 0.13 CHF | 0.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 141,866 CHF | 151,866 CHF | 100.00% | 100.00% |
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