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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 | 85.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,162 CHF | 4,291 CHF | 99.80% | 99.80% |
| 19/11/2024 | 81.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,848 CHF | 4,462 CHF | 99.83% | 99.83% |
| 18/11/2024 | 74.53% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,821 CHF | 4,705 CHF | 100.00% | 100.00% |
| 15/11/2024 | 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% |
| 14/11/2024 | 59.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,039 CHF | 5,510 CHF | 100.00% | 100.00% |
| 13/11/2024 | 85.49% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,176 CHF | 4,294 CHF | 99.97% | 99.97% |
| 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 | 61.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,638 CHF | 5,409 CHF | 99.79% | 99.79% |
| 08/11/2024 | 50.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,761 CHF | 6,190 CHF | 100.00% | 100.00% |
| 07/11/2024 | 40.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,002 CHF | 7,500 CHF | 99.68% | 99.68% |
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