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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 | 16.99% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 53,874 CHF | 63,874 CHF | 100.00% | 100.00% |
| 19/11/2024 | 16.50% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 55,626 CHF | 65,626 CHF | 100.00% | 100.00% |
| 18/11/2024 | 16.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 54,624 CHF | 64,624 CHF | 100.00% | 100.00% |
| 15/11/2024 | 16.19% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,791 CHF | 66,791 CHF | 100.00% | 100.00% |
| 14/11/2024 | 15.65% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 58,909 CHF | 68,909 CHF | 100.00% | 100.00% |
| 13/11/2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 60,926 CHF | 70,926 CHF | 100.00% | 100.00% |
| 12/11/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 58,343 CHF | 68,343 CHF | 100.00% | 100.00% |
| 11/11/2024 | 16.87% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 54,287 CHF | 64,287 CHF | 100.00% | 100.00% |
| 08/11/2024 | 16.35% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,191 CHF | 66,191 CHF | 100.00% | 100.00% |
| 07/11/2024 | 16.68% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 54,998 CHF | 64,998 CHF | 100.00% | 100.00% |
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