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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 | 95.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,458 CHF | 7,729 CHF | 99.55% | 99.55% |
| 19/11/2024 | 97.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,374 CHF | 7,687 CHF | 98.76% | 98.76% |
| 18/11/2024 | 77.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,927 CHF | 8,964 CHF | 99.38% | 99.38% |
| 15/11/2024 | 63.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,846 CHF | 10,423 CHF | 99.41% | 99.41% |
| 14/11/2024 | 83.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,241 CHF | 8,621 CHF | 97.61% | 97.61% |
| 13/11/2024 | 121.44% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,286 CHF | 6,643 CHF | 99.34% | 99.34% |
| 12/11/2024 | 108.95% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,266 CHF | 7,133 CHF | 96.02% | 96.02% |
| 11/11/2024 | 74.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,439 CHF | 9,220 CHF | 99.06% | 99.06% |
| 08/11/2024 | 74.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,488 CHF | 9,244 CHF | 99.17% | 99.17% |
| 07/11/2024 | 36.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,718 CHF | 16,359 CHF | 98.60% | 98.60% |
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