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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 | 15.92% | 0.06 CHF | 0.07 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 26,025 CHF | 30,525 CHF | 100.00% | 100.00% |
| 19/11/2024 | 15.07% | 0.06 CHF | 0.07 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 24,615 CHF | 28,615 CHF | 100.00% | 100.00% |
| 18/11/2024 | 15.83% | 0.07 CHF | 0.08 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 26,274 CHF | 30,774 CHF | 100.00% | 100.00% |
| 15/11/2024 | 15.83% | 0.05 CHF | 0.06 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 23,319 CHF | 27,319 CHF | 100.00% | 100.00% |
| 14/11/2024 | 14.88% | 0.07 CHF | 0.08 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 21,809 CHF | 25,309 CHF | 100.00% | 100.00% |
| 13/11/2024 | 17.16% | 0.07 CHF | 0.08 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 19,034 CHF | 22,534 CHF | 100.00% | 100.00% |
| 12/11/2024 | 8.40% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 23,021 CHF | 25,021 CHF | 100.00% | 100.00% |
| 11/11/2024 | 7.15% | 0.13 CHF | 0.14 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 30,397 CHF | 32,647 CHF | 100.00% | 100.00% |
| 08/11/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 26,985 CHF | 29,235 CHF | 100.00% | 100.00% |
| 07/11/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 31,203 CHF | 33,703 CHF | 100.00% | 100.00% |
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