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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 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 2.79% | 96.88% |
| 19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 9.52% | 96.71% |
| 18/11/2024 | 67.12% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,510 CHF | 36.44% | 100.00% |
| 15/11/2024 | 53.12% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,590 CHF | 1,654 CHF | 83.19% | 83.19% |
| 14/11/2024 | 52.80% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,018 CHF | 1,743 CHF | 99.27% | 99.27% |
| 13/11/2024 | 42.65% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 49,685 | 15,289 CHF | 2,284 CHF | 95.44% | 95.44% |
| 12/11/2024 | 36.42% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,816 CHF | 3,001 CHF | 87.29% | 87.29% |
| 11/11/2024 | 28.71% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,004 CHF | 3,348 CHF | 99.46% | 99.46% |
| 08/11/2024 | 33.00% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,093 CHF | 3,500 CHF | 100.00% | 100.00% |
| 07/11/2024 | 19.42% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 48,746 | 29,061 CHF | 3,425 CHF | 99.05% | 99.05% |
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