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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 13.70% | 0.08 CHF | 0.09 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 12,287 CHF | 14,087 CHF | 99.89% | 99.89% |
| 15/11/2024 | 15.62% | 0.06 CHF | 0.07 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 10,892 CHF | 12,692 CHF | 100.00% | 100.00% |
| 14/11/2024 | 13.11% | 0.09 CHF | 0.10 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 12,935 CHF | 14,735 CHF | 98.55% | 98.55% |
| 13/11/2024 | 16.09% | 0.06 CHF | 0.07 CHF | 180,000 | 180,000 | 179,998 | 179,998 | 10,480 CHF | 12,280 CHF | 99.86% | 99.86% |
| 12/11/2024 | 9.67% | 0.08 CHF | 0.09 CHF | 180,000 | 180,000 | 179,435 | 179,435 | 17,803 CHF | 19,598 CHF | 99.88% | 99.88% |
| 11/11/2024 | 8.56% | 0.13 CHF | 0.14 CHF | 170,000 | 170,000 | 176,863 | 176,863 | 19,887 CHF | 21,655 CHF | 100.00% | 100.00% |
| 08/11/2024 | 11.03% | 0.08 CHF | 0.09 CHF | 180,000 | 180,000 | 179,966 | 179,966 | 15,666 CHF | 17,466 CHF | 98.29% | 98.29% |
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