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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 | - | - CHF | 0.02 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 77.45% |
| 19/11/2024 | - | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 67.94% |
| 18/11/2024 | 105.44% | 0.01 CHF | 0.02 CHF | 12,500 | 75,000 | 14,935 | 14,935 | 149 CHF | 482 CHF | 5.10% | 69.93% |
| 15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 84.46% | 88.80% |
| 14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 61.40% | 83.23% |
| 13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 74,517 | 5,000 CHF | 1,490 CHF | 34.05% | 94.16% |
| 12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 9.95% | 80.72% |
| 11/11/2024 | 40.04% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,993 CHF | 2,249 CHF | 94.58% | 94.58% |
| 08/11/2024 | 63.55% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,584 CHF | 1,588 CHF | 98.08% | 98.08% |
| 07/11/2024 | 66.56% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 74,665 | 5,021 CHF | 1,496 CHF | 88.24% | 92.79% |
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