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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 | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.16% | 99.16% |
| 19/11/2024 | 65.25% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,898 CHF | 5,133 CHF | 99.17% | 99.17% |
| 18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.22% | 99.22% |
| 15/11/2024 | 66.20% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,630 CHF | 5,043 CHF | 99.17% | 99.17% |
| 14/11/2024 | 56.16% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 10,454 CHF | 5,985 CHF | 99.15% | 99.15% |
| 13/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.16% | 99.16% |
| 12/11/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 19,090 CHF | 8,863 CHF | 99.16% | 99.16% |
| 11/11/2024 | 57.13% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 10,181 CHF | 5,894 CHF | 99.16% | 99.16% |
| 08/11/2024 | 49.60% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 12,300 CHF | 6,600 CHF | 99.17% | 99.17% |
| 07/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 98.18% | 98.18% |
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