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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 58.37% | 100.00% |
| 20/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 10.68% | 100.00% |
| 19/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 499,995 | 75,000 | 5,000 CHF | 2,250 CHF | 70.17% | 97.59% |
| 18/11/2024 | 97.31% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 498,390 | 67,178 | 5,382 CHF | 2,037 CHF | 71.58% | 96.88% |
| 15/11/2024 | 32.68% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 17,084 CHF | 2,325 CHF | 75.93% | 75.93% |
| 14/11/2024 | 14.42% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 36,640 CHF | 4,229 CHF | 99.44% | 99.44% |
| 13/11/2024 | 15.86% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 49,818 | 32,781 CHF | 3,827 CHF | 98.88% | 98.88% |
| 12/11/2024 | 12.58% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 499,813 | 50,000 | 40,319 CHF | 4,568 CHF | 87.66% | 87.66% |
| 11/11/2024 | 14.39% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 37,431 CHF | 4,319 CHF | 98.45% | 98.45% |
| 08/11/2024 | 18.35% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,022 CHF | 3,486 CHF | 100.00% | 100.00% |
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