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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 | 18.29% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 31,307 CHF | 5,643 CHF | 96.88% | 96.88% |
| 19/11/2024 | 16.00% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 34,125 CHF | 6,000 CHF | 82.18% | 82.18% |
| 18/11/2024 | 20.09% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 63,971 | 36,574 CHF | 5,564 CHF | 100.00% | 100.00% |
| 15/11/2024 | 14.06% | 0.11 CHF | 0.12 CHF | 498,792 | 50,000 | 457,001 | 50,000 | 50,581 CHF | 6,377 CHF | 70.71% | 70.71% |
| 14/11/2024 | 10.92% | 0.12 CHF | 0.13 CHF | 420,000 | 50,000 | 448,754 | 50,000 | 50,426 CHF | 6,287 CHF | 99.27% | 99.27% |
| 13/11/2024 | 11.51% | 0.11 CHF | 0.13 CHF | 460,000 | 50,000 | 391,656 | 49,685 | 50,707 CHF | 7,299 CHF | 95.44% | 95.44% |
| 12/11/2024 | 10.36% | 0.15 CHF | 0.17 CHF | 340,000 | 50,000 | 332,273 | 50,000 | 51,041 CHF | 8,531 CHF | 87.29% | 87.29% |
| 11/11/2024 | 7.92% | 0.17 CHF | 0.19 CHF | 300,000 | 50,000 | 306,005 | 50,000 | 51,060 CHF | 9,036 CHF | 99.46% | 99.46% |
| 08/11/2024 | 7.25% | 0.17 CHF | 0.19 CHF | 300,000 | 50,000 | 301,887 | 50,000 | 51,011 CHF | 9,089 CHF | 100.00% | 100.00% |
| 07/11/2024 | 8.26% | 0.17 CHF | 0.19 CHF | 300,000 | 50,000 | 290,009 | 48,746 | 50,696 CHF | 9,253 CHF | 99.05% | 99.05% |
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