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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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.20% | 99.20% |
| 18/11/2024 | 65.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,229 CHF | 5,057 CHF | 99.92% | 99.92% |
| 15/11/2024 | 64.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,766 CHF | 5,191 CHF | 100.00% | 100.00% |
| 14/11/2024 | 63.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,852 CHF | 5,213 CHF | 100.00% | 100.00% |
| 13/11/2024 | 61.29% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,613 CHF | 5,403 CHF | 100.00% | 100.00% |
| 12/11/2024 | 52.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,288 | 250,000 | 14,005 CHF | 6,030 CHF | 99.67% | 99.67% |
| 11/11/2024 | 49.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,095 CHF | 6,274 CHF | 99.88% | 99.88% |
| 08/11/2024 | 49.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,529 CHF | 6,382 CHF | 100.00% | 100.00% |
| 07/11/2024 | 49.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,283 CHF | 6,321 CHF | 99.90% | 99.90% |
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