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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 | - | - CHF | 0.03 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 19/11/2024 | - | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 18/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 8.64% | 100.00% |
| 15/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 57.03% | 100.00% |
| 14/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 95.64% | 99.24% |
| 13/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 87.97% | 99.40% |
| 12/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 99.06% | 100.00% |
| 11/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 93.59% | 98.74% |
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