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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 | 30.58% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,470 CHF | 100.00% | 100.00% |
| 19/11/2024 | 33.15% | 0.03 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,325 CHF | 5,672 CHF | 100.00% | 100.00% |
| 18/11/2024 | 42.02% | 0.04 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 88,973 | 19,729 CHF | 5,324 CHF | 100.00% | 100.00% |
| 15/11/2024 | 26.49% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 21,912 CHF | 5,710 CHF | 99.99% | 99.99% |
| 14/11/2024 | 24.97% | 0.05 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 24,333 CHF | 6,256 CHF | 99.52% | 99.52% |
| 13/11/2024 | 25.99% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 99,147 | 24,941 CHF | 6,439 CHF | 99.32% | 99.32% |
| 12/11/2024 | 23.74% | 0.05 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 27,672 CHF | 7,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 18.94% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 30,000 CHF | 7,270 CHF | 100.00% | 100.00% |
| 08/11/2024 | 15.51% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 29,964 CHF | 7,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 26.46% | 0.06 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 97,408 | 29,741 CHF | 7,563 CHF | 99.13% | 99.13% |
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