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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 | 74.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 973,076 | 250,000 | 8,561 CHF | 4,708 CHF | 99.14% | 99.14% |
| 22/11/2024 | 67.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,833 CHF | 4,958 CHF | 100.00% | 100.00% |
| 20/11/2024 | 66.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,067 CHF | 5,017 CHF | 99.82% | 99.82% |
| 19/11/2024 | 65.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,246 CHF | 5,062 CHF | 99.82% | 99.82% |
| 18/11/2024 | 57.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,782 CHF | 5,696 CHF | 100.00% | 100.00% |
| 15/11/2024 | 43.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,248 CHF | 7,062 CHF | 100.00% | 100.00% |
| 14/11/2024 | 45.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,270 CHF | 6,817 CHF | 100.00% | 100.00% |
| 13/11/2024 | 53.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,927 CHF | 5,982 CHF | 99.96% | 99.96% |
| 12/11/2024 | 41.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,548 CHF | 7,387 CHF | 100.00% | 100.00% |
| 11/11/2024 | 39.17% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,625 CHF | 7,656 CHF | 99.77% | 99.77% |
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