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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 | 11.10% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 600,675 | 328,952 | 51,117 CHF | 31,576 CHF | 100.00% | 100.00% |
| 19/11/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 599,941 | 335,086 | 50,676 CHF | 32,045 CHF | 99.90% | 99.90% |
| 18/11/2024 | 9.54% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 514,288 | 404,267 | 51,388 CHF | 45,706 CHF | 99.89% | 99.89% |
| 15/11/2024 | 7.29% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 391,777 | 391,774 | 51,827 CHF | 55,744 CHF | 100.00% | 100.00% |
| 14/11/2024 | 6.06% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 324,601 | 324,601 | 51,974 CHF | 55,220 CHF | 100.00% | 100.00% |
| 13/11/2024 | 6.77% | 0.17 CHF | 0.18 CHF | 375,000 | 375,000 | 369,434 | 369,383 | 52,774 CHF | 56,460 CHF | 100.00% | 100.00% |
| 12/11/2024 | 4.83% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 258,150 | 258,150 | 52,193 CHF | 54,775 CHF | 99.69% | 99.69% |
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