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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 | 6.16% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 78,769 CHF | 83,769 CHF | 100.00% | 100.00% |
| 19/11/2024 | 6.43% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 75,405 CHF | 80,405 CHF | 100.00% | 100.00% |
| 18/11/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 83,180 CHF | 88,180 CHF | 100.00% | 100.00% |
| 15/11/2024 | 5.74% | 0.16 CHF | 0.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 84,714 CHF | 89,714 CHF | 100.00% | 100.00% |
| 14/11/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 80,482 CHF | 85,482 CHF | 100.00% | 100.00% |
| 13/11/2024 | 6.75% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 85,962 CHF | 91,962 CHF | 100.00% | 100.00% |
| 12/11/2024 | 6.46% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 75,048 CHF | 80,048 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 88,525 CHF | 93,525 CHF | 100.00% | 100.00% |
| 08/11/2024 | 5.08% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 57,841 CHF | 60,841 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 95,865 CHF | 99,365 CHF | 100.00% | 100.00% |
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