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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 | 33.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 25,575 CHF | 35,575 CHF | 100.00% | 100.00% |
| 19/11/2024 | 38.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 21,167 CHF | 31,167 CHF | 100.00% | 100.00% |
| 18/11/2024 | 36.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 23,217 CHF | 33,217 CHF | 99.60% | 99.60% |
| 15/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,000 CHF | 40,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,000 CHF | 40,000 CHF | 99.44% | 99.44% |
| 13/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 993,729 | 993,729 | 29,812 CHF | 39,749 CHF | 98.88% | 98.88% |
| 12/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,000 CHF | 40,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 22.70% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 39,250 CHF | 49,250 CHF | 100.00% | 100.00% |
| 08/11/2024 | 25.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 34,441 CHF | 44,441 CHF | 100.00% | 100.00% |
| 07/11/2024 | 23.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 974,024 | 974,024 | 36,624 CHF | 46,364 CHF | 99.06% | 99.06% |
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