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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 | 48.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,582 CHF | 6,396 CHF | 100.00% | 100.00% |
| 20/11/2024 | 49.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,133 CHF | 6,283 CHF | 99.83% | 99.83% |
| 19/11/2024 | 53.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,065 CHF | 6,016 CHF | 99.83% | 99.83% |
| 18/11/2024 | 54.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,922 CHF | 5,981 CHF | 100.00% | 100.00% |
| 15/11/2024 | 26.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,667 | 251,973 | 34,148 CHF | 11,158 CHF | 100.00% | 100.00% |
| 14/11/2024 | 13.74% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 744,857 | 383,858 | 50,483 CHF | 29,864 CHF | 100.00% | 100.00% |
| 13/11/2024 | 14.81% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 812,107 | 413,670 | 50,785 CHF | 30,020 CHF | 99.95% | 99.95% |
| 12/11/2024 | 12.63% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 681,400 | 367,420 | 50,549 CHF | 31,359 CHF | 100.00% | 100.00% |
| 11/11/2024 | 13.80% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 754,827 | 388,905 | 50,922 CHF | 30,135 CHF | 99.75% | 99.75% |
| 08/11/2024 | 17.25% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 946,056 | 455,994 | 50,207 CHF | 28,919 CHF | 100.00% | 100.00% |
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