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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 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 60,000 CHF | 70,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 15.54% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 59,447 CHF | 69,447 CHF | 100.00% | 100.00% |
| 18/11/2024 | - | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 15/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 60,000 CHF | 70,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 13.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 66,956 CHF | 76,956 CHF | 94.79% | 94.79% |
| 13/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 993,729 | 993,729 | 59,624 CHF | 69,561 CHF | 98.88% | 98.88% |
| 12/11/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 52,477 CHF | 59,977 CHF | 100.00% | 100.00% |
| 11/11/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 52,500 CHF | 60,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750,000 | 750,000 | 750,000 | 750,000 | 52,500 CHF | 60,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 12.96% | 0.07 CHF | 0.08 CHF | 750,000 | 750,000 | 737,012 | 737,012 | 53,336 CHF | 60,706 CHF | 99.06% | 99.06% |
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