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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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 97.13% | 97.13% |
| 19/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 97.63% | 97.63% |
| 18/11/2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,204 CHF | 15,102 CHF | 99.15% | 99.15% |
| 15/11/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,818 CHF | 14,909 CHF | 97.70% | 97.70% |
| 14/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,998 CHF | 19,999 CHF | 96.91% | 96.91% |
| 13/11/2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,970 CHF | 24,985 CHF | 97.97% | 97.97% |
| 12/11/2024 | 18.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,976 CHF | 29,988 CHF | 97.90% | 97.90% |
| 11/11/2024 | 17.54% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,367 CHF | 31,184 CHF | 98.44% | 98.44% |
| 08/11/2024 | 13.68% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,716 CHF | 39,358 CHF | 98.14% | 98.14% |
| 07/11/2024 | 15.88% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,527 CHF | 34,264 CHF | 97.65% | 97.65% |
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