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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 6.85% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 107,272 CHF | 38,257 CHF | 99.16% | 99.16% |
| 22/11/2024 | 5.44% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 134,901 CHF | 47,467 CHF | 99.17% | 99.17% |
| 20/11/2024 | 5.33% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 137,171 CHF | 48,224 CHF | 99.17% | 99.17% |
| 19/11/2024 | 5.13% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 142,402 CHF | 49,967 CHF | 99.16% | 99.16% |
| 18/11/2024 | 5.77% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,341 CHF | 44,614 CHF | 98.78% | 98.78% |
| 15/11/2024 | 5.86% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 124,553 CHF | 44,018 CHF | 99.17% | 99.17% |
| 14/11/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 106,513 CHF | 38,004 CHF | 99.16% | 99.16% |
| 13/11/2024 | 6.51% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 111,691 CHF | 39,730 CHF | 98.93% | 98.93% |
| 12/11/2024 | 7.92% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 91,973 CHF | 33,158 CHF | 99.16% | 99.16% |
| 11/11/2024 | 9.03% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 79,475 CHF | 28,992 CHF | 99.16% | 99.16% |
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