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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/11/2024 | 23.45% | 0.04 CHF | 0.05 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 5,314 CHF | 6,714 CHF | 99.90% | 99.90% |
| 27/11/2024 | 32.51% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 3,620 CHF | 5,020 CHF | 100.00% | 100.00% |
| 26/11/2024 | 29.32% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 4,086 CHF | 5,486 CHF | 100.00% | 100.00% |
| 25/11/2024 | 26.88% | 0.03 CHF | 0.04 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 4,530 CHF | 5,930 CHF | 100.00% | 100.00% |
| 22/11/2024 | 39.19% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 147,983 | 147,983 | 3,048 CHF | 4,528 CHF | 99.65% | 99.65% |
| 20/11/2024 | 52.73% | 0.01 CHF | 0.02 CHF | 160,000 | 160,000 | 152,218 | 152,218 | 2,139 CHF | 3,661 CHF | 99.43% | 99.43% |
| 19/11/2024 | 85.41% | 0.01 CHF | 0.02 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,289 CHF | 3,200 CHF | 100.00% | 100.00% |
| 18/11/2024 | 51.93% | 0.01 CHF | 0.02 CHF | 160,000 | 160,000 | 151,480 | 151,480 | 2,186 CHF | 3,701 CHF | 99.88% | 99.88% |
| 15/11/2024 | 46.09% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,514 CHF | 4,014 CHF | 100.00% | 100.00% |
| 14/11/2024 | 45.84% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,529 CHF | 4,029 CHF | 98.68% | 98.68% |
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