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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 | 14.91% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 62,084 CHF | 72,084 CHF | 100.00% | 100.00% |
| 19/11/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 71,321 CHF | 81,321 CHF | 100.00% | 100.00% |
| 18/11/2024 | 13.30% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 70,209 CHF | 80,209 CHF | 100.00% | 100.00% |
| 15/11/2024 | 13.65% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 68,281 CHF | 78,281 CHF | 100.00% | 100.00% |
| 14/11/2024 | 13.94% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 66,714 CHF | 76,714 CHF | 100.00% | 100.00% |
| 13/11/2024 | 14.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 64,770 CHF | 74,770 CHF | 100.00% | 100.00% |
| 12/11/2024 | 14.99% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 61,751 CHF | 71,751 CHF | 100.00% | 100.00% |
| 11/11/2024 | 15.74% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 58,541 CHF | 68,541 CHF | 100.00% | 100.00% |
| 08/11/2024 | 14.64% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,325 CHF | 73,325 CHF | 100.00% | 100.00% |
| 07/11/2024 | 14.84% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 62,414 CHF | 72,414 CHF | 100.00% | 100.00% |
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