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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 | 64.30% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 949,702 | 250,000 | 9,956 CHF | 5,178 CHF | 97.86% | 97.86% |
| 19/11/2024 | 51.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 988,933 | 250,000 | 14,382 CHF | 6,123 CHF | 99.32% | 99.32% |
| 18/11/2024 | 59.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,110 | 250,000 | 12,027 CHF | 5,514 CHF | 98.77% | 98.77% |
| 15/11/2024 | 64.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,504 CHF | 5,126 CHF | 100.00% | 100.00% |
| 14/11/2024 | 66.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,056 | 250,000 | 10,107 CHF | 5,042 CHF | 98.26% | 98.26% |
| 13/11/2024 | 64.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,762 CHF | 5,190 CHF | 99.60% | 99.60% |
| 12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 984,224 | 250,000 | 9,842 CHF | 5,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 61.61% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 973,588 | 250,000 | 11,254 CHF | 5,380 CHF | 84.82% | 84.82% |
| 07/11/2024 | 63.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,979 CHF | 5,245 CHF | 100.00% | 100.00% |
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