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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 | 97.02% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 16,341 CHF | 46,341 CHF | 100.00% | 100.00% |
| 19/11/2024 | 98.31% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,761 CHF | 45,761 CHF | 100.00% | 100.00% |
| 18/11/2024 | 70.10% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 28,455 CHF | 58,455 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 | 84.63% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 21,915 CHF | 51,915 CHF | 100.00% | 100.00% |
| 13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 100.00% | 100.00% |
| 12/11/2024 | 98.58% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,641 CHF | 45,641 CHF | 99.85% | 99.85% |
| 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 | 99.70% | 99.70% |
| 08/11/2024 | 68.37% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,922,100 | 2,922,100 | 29,230 CHF | 59,230 CHF | 98.81% | 98.81% |
| 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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