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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 166.08% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024 CHF | 5,512 CHF | 99.30% | 99.30% |
| 22/11/2024 | 166.02% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027 CHF | 5,514 CHF | 99.08% | 99.08% |
| 20/11/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.92% | 98.92% |
| 19/11/2024 | 166.66% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 89.09% | 89.09% |
| 18/11/2024 | 166.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001 CHF | 5,501 CHF | 97.12% | 97.12% |
| 15/11/2024 | 164.51% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,091 CHF | 5,545 CHF | 91.06% | 91.06% |
| 14/11/2024 | 163.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,122 CHF | 5,561 CHF | 98.97% | 98.97% |
| 13/11/2024 | 158.88% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,327 CHF | 5,664 CHF | 98.70% | 98.70% |
| 12/11/2024 | 143.55% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,995 CHF | 5,997 CHF | 99.29% | 99.29% |
| 11/11/2024 | 114.01% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,840 CHF | 6,920 CHF | 99.34% | 99.34% |
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