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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 | 48.91% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,544 CHF | 6,386 CHF | 100.00% | 100.00% |
| 19/11/2024 | 47.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,060 CHF | 6,515 CHF | 99.90% | 99.90% |
| 18/11/2024 | 48.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,768 CHF | 6,442 CHF | 99.90% | 99.90% |
| 15/11/2024 | 34.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,005 CHF | 8,501 CHF | 100.00% | 100.00% |
| 14/11/2024 | 27.45% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,699 CHF | 10,425 CHF | 100.00% | 100.00% |
| 13/11/2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,014 CHF | 7,503 CHF | 100.00% | 100.00% |
| 12/11/2024 | 37.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,957 | 250,000 | 21,605 CHF | 7,931 CHF | 99.70% | 99.70% |
| 11/11/2024 | 40.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,875 CHF | 7,469 CHF | 99.83% | 99.83% |
| 08/11/2024 | 38.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,781 CHF | 7,695 CHF | 100.00% | 100.00% |
| 07/11/2024 | 36.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,880 CHF | 8,220 CHF | 99.91% | 99.91% |
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