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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 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 71.22% | 100.00% |
| 19/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 85.76% | 100.00% |
| 18/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 77.95% | 100.00% |
| 15/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 100.00% | 100.00% |
| 14/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 99.21% | 99.21% |
| 13/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 96.44% | 98.64% |
| 12/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,250 CHF | 99.84% | 99.84% |
| 11/11/2024 | 85.76% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 6,187 CHF | 2,250 CHF | 100.00% | 100.00% |
| 08/11/2024 | 98.15% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,154 CHF | 2,250 CHF | 100.00% | 100.00% |
| 07/11/2024 | 41.82% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 477,877 | 72,397 | 9,551 CHF | 2,185 CHF | 98.73% | 98.73% |
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