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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 | 12.08% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 639,155 | 350,982 | 49,737 CHF | 31,077 CHF | 99.48% | 99.48% |
| 19/11/2024 | 11.91% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 19,816 CHF | 22,316 CHF | 98.91% | 98.91% |
| 18/11/2024 | 10.36% | 0.09 CHF | 0.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 22,937 CHF | 25,437 CHF | 99.34% | 99.34% |
| 15/11/2024 | 9.49% | 0.09 CHF | 0.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 25,135 CHF | 27,635 CHF | 99.49% | 99.49% |
| 14/11/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 22,498 CHF | 24,998 CHF | 98.79% | 98.79% |
| 13/11/2024 | 10.21% | 0.09 CHF | 0.10 CHF | 250,000 | 250,000 | 223,080 | 223,080 | 20,876 CHF | 23,106 CHF | 99.31% | 99.31% |
| 12/11/2024 | 10.20% | 0.09 CHF | 0.10 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 11,659 CHF | 12,909 CHF | 98.76% | 98.76% |
| 11/11/2024 | 10.31% | 0.09 CHF | 0.10 CHF | 125,000 | 125,000 | 122,057 | 122,057 | 11,229 CHF | 12,449 CHF | 99.31% | 99.31% |
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