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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 8.13% | 0.11 CHF | 0.12 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 41,349 CHF | 44,849 CHF | 99.24% | 99.25% |
| 20/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 42,000 CHF | 45,500 CHF | 100.00% | 100.00% |
| 19/11/2024 | 7.85% | 0.12 CHF | 0.13 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 42,915 CHF | 46,415 CHF | 100.00% | 100.00% |
| 18/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 42,000 CHF | 45,500 CHF | 100.00% | 100.00% |
| 15/11/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 47,447 CHF | 51,447 CHF | 100.00% | 100.00% |
| 14/11/2024 | 7.93% | 0.12 CHF | 0.13 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 42,416 CHF | 45,916 CHF | 100.00% | 100.00% |
| 13/11/2024 | 7.71% | 0.13 CHF | 0.14 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 43,731 CHF | 47,231 CHF | 100.00% | 100.00% |
| 12/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 48,000 CHF | 52,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 44,000 CHF | 48,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 44,721 CHF | 48,721 CHF | 100.00% | 100.00% |
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