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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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,371 | 250,000 | 4,977 CHF | 3,750 CHF | 97.95% | 97.95% |
| 22/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,378 | 250,000 | 4,982 CHF | 3,750 CHF | 99.38% | 99.38% |
| 20/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.38% | 99.38% |
| 19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,329 | 250,000 | 4,967 CHF | 3,750 CHF | 99.26% | 99.26% |
| 18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,254 | 250,000 | 4,976 CHF | 3,750 CHF | 99.26% | 99.26% |
| 15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.38% | 99.38% |
| 14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.35% | 99.35% |
| 13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,560 | 250,000 | 4,963 CHF | 3,750 CHF | 99.36% | 99.36% |
| 12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,959 | 250,000 | 4,965 CHF | 3,750 CHF | 99.03% | 99.03% |
| 11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,792 | 250,000 | 4,974 CHF | 3,750 CHF | 99.28% | 99.28% |
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