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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 | 47.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,265 CHF | 6,566 CHF | 100.00% | 100.00% |
| 19/11/2024 | 43.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,690 CHF | 7,172 CHF | 99.91% | 99.91% |
| 18/11/2024 | 50.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,975 CHF | 6,244 CHF | 99.89% | 99.89% |
| 15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
| 14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
| 13/11/2024 | 48.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,976 CHF | 6,494 CHF | 100.00% | 100.00% |
| 12/11/2024 | 49.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,755 | 250,000 | 14,936 CHF | 6,258 CHF | 99.69% | 99.69% |
| 11/11/2024 | 50.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,790 CHF | 6,198 CHF | 99.91% | 99.91% |
| 08/11/2024 | 49.38% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,309 CHF | 6,327 CHF | 100.00% | 100.00% |
| 07/11/2024 | 47.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,435 CHF | 6,609 CHF | 99.89% | 99.89% |
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