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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 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 100.00% | 100.00% |
| 19/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 989,620 | 250,000 | 990 CHF | 2,500 CHF | 99.19% | 99.19% |
| 18/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 99.95% | 99.95% |
| 15/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 100.00% | 100.00% |
| 14/11/2024 | 157.48% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,387 CHF | 2,621 CHF | 99.95% | 99.95% |
| 13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
| 12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.99% | 99.99% |
| 11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
| 08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,628 | 250,000 | 4,963 CHF | 3,750 CHF | 99.00% | 99.00% |
| 07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.79% | 98.79% |
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