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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 98.47% | 98.47% |
| 22/11/2024 | 118.36% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,840 CHF | 3,664 CHF | 100.00% | 100.00% |
| 20/11/2024 | 148.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,933 CHF | 2,815 CHF | 100.00% | 100.00% |
| 19/11/2024 | 120.14% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 989,482 | 250,000 | 3,720 CHF | 3,504 CHF | 99.22% | 99.22% |
| 18/11/2024 | 119.13% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,790 CHF | 3,663 CHF | 99.95% | 99.95% |
| 15/11/2024 | 156.47% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,449 CHF | 2,687 CHF | 100.00% | 100.00% |
| 14/11/2024 | 157.58% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,381 CHF | 2,619 CHF | 99.93% | 99.93% |
| 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% |
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