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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 | 14.33% | 0.06 CHF | 0.07 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 45,361 CHF | 52,361 CHF | 100.00% | 100.00% |
| 19/11/2024 | 15.23% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 36,460 CHF | 42,460 CHF | 100.00% | 100.00% |
| 18/11/2024 | 13.54% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 41,322 CHF | 47,322 CHF | 100.00% | 100.00% |
| 15/11/2024 | 13.23% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 42,349 CHF | 48,349 CHF | 100.00% | 100.00% |
| 14/11/2024 | 14.20% | 0.07 CHF | 0.08 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 45,878 CHF | 52,878 CHF | 100.00% | 100.00% |
| 13/11/2024 | 15.27% | 0.06 CHF | 0.07 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 42,364 CHF | 49,364 CHF | 100.00% | 100.00% |
| 12/11/2024 | 13.68% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 34,176 CHF | 39,176 CHF | 100.00% | 100.00% |
| 11/11/2024 | 10.88% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 43,457 CHF | 48,457 CHF | 100.00% | 100.00% |
| 08/11/2024 | 11.00% | 0.08 CHF | 0.09 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 38,710 CHF | 43,210 CHF | 100.00% | 100.00% |
| 07/11/2024 | 9.44% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,615 CHF | 55,615 CHF | 100.00% | 100.00% |
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