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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 | 12.47% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 9,404 CHF | 10,654 CHF | 100.00% | 100.00% |
| 19/11/2024 | 13.22% | 0.07 CHF | 0.08 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 8,836 CHF | 10,086 CHF | 100.00% | 100.00% |
| 18/11/2024 | 12.81% | 0.07 CHF | 0.08 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 9,136 CHF | 10,386 CHF | 100.00% | 100.00% |
| 15/11/2024 | 11.16% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,588 CHF | 11,838 CHF | 100.00% | 100.00% |
| 14/11/2024 | 11.19% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 8,457 CHF | 9,457 CHF | 100.00% | 100.00% |
| 13/11/2024 | 9.78% | 0.09 CHF | 0.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 9,745 CHF | 10,745 CHF | 100.00% | 100.00% |
| 12/11/2024 | 8.97% | 0.10 CHF | 0.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 10,673 CHF | 11,673 CHF | 100.00% | 100.00% |
| 11/11/2024 | 8.05% | 0.12 CHF | 0.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 11,935 CHF | 12,935 CHF | 100.00% | 100.00% |
| 08/11/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 10,254 CHF | 11,054 CHF | 100.00% | 100.00% |
| 07/11/2024 | 5.91% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,295 CHF | 8,795 CHF | 100.00% | 100.00% |
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