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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 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 18/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
| 12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 99.86% | 99.86% |
| 11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 99.66% | 99.66% |
| 08/11/2024 | 78.53% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,453,220 | 2,453,220 | 24,641 CHF | 54,641 CHF | 98.73% | 98.73% |
| 07/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 75,000 CHF | 100.00% | 100.00% |
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