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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 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,391 | 250,000 | 3,982 CHF | 3,750 CHF | 99.38% | 99.38% |
| 19/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 98.56% | 98.56% |
| 18/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.28% | 99.28% |
| 15/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,194 | 250,000 | 3,985 CHF | 3,750 CHF | 99.37% | 99.37% |
| 14/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,701 | 250,000 | 3,987 CHF | 3,750 CHF | 99.39% | 99.39% |
| 13/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,885 | 250,000 | 3,988 CHF | 3,750 CHF | 99.37% | 99.37% |
| 12/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,999 | 250,000 | 3,976 CHF | 3,750 CHF | 99.08% | 99.08% |
| 11/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.28% | 99.28% |
| 08/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,902 | 250,000 | 3,976 CHF | 3,750 CHF | 99.39% | 99.39% |
| 07/11/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.26% | 99.26% |
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