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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 | 20.43% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 30,116 CHF | 5,543 CHF | 96.88% | 96.88% |
| 19/11/2024 | 18.10% | 0.06 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 33,670 CHF | 6,043 CHF | 96.71% | 96.71% |
| 18/11/2024 | 20.08% | 0.07 CHF | 0.09 CHF | 500,000 | 75,000 | 499,987 | 63,971 | 35,901 CHF | 5,439 CHF | 100.00% | 100.00% |
| 15/11/2024 | 13.88% | 0.09 CHF | 0.11 CHF | 481,286 | 50,000 | 427,271 | 50,000 | 47,317 CHF | 6,372 CHF | 76.74% | 76.74% |
| 14/11/2024 | 12.43% | 0.12 CHF | 0.14 CHF | 411,696 | 50,000 | 426,042 | 50,000 | 48,609 CHF | 6,485 CHF | 61.04% | 61.04% |
| 13/11/2024 | 11.64% | 0.11 CHF | 0.13 CHF | 422,123 | 50,000 | 366,352 | 49,601 | 49,919 CHF | 7,696 CHF | 75.42% | 75.42% |
| 12/11/2024 | 9.76% | 0.16 CHF | 0.18 CHF | 320,000 | 50,000 | 312,750 | 50,000 | 51,091 CHF | 9,018 CHF | 87.29% | 87.29% |
| 11/11/2024 | 7.13% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 285,341 | 50,000 | 50,642 CHF | 9,536 CHF | 99.46% | 99.46% |
| 08/11/2024 | 7.07% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 282,039 | 50,000 | 50,488 CHF | 9,611 CHF | 100.00% | 100.00% |
| 07/11/2024 | 6.15% | 0.18 CHF | 0.20 CHF | 280,000 | 50,000 | 271,954 | 48,746 | 51,143 CHF | 9,740 CHF | 99.05% | 99.05% |
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