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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 | 65.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,360 CHF | 5,090 CHF | 99.83% | 99.83% |
| 19/11/2024 | 59.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,155 CHF | 5,539 CHF | 99.84% | 99.84% |
| 18/11/2024 | 66.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,038 CHF | 5,010 CHF | 100.00% | 100.00% |
| 15/11/2024 | 66.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,180 CHF | 5,045 CHF | 100.00% | 100.00% |
| 14/11/2024 | 61.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,696 CHF | 5,424 CHF | 100.00% | 100.00% |
| 13/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.95% | 99.95% |
| 12/11/2024 | 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% |
| 11/11/2024 | 62.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,287 CHF | 5,322 CHF | 99.78% | 99.78% |
| 08/11/2024 | 52.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,225 CHF | 6,056 CHF | 100.00% | 100.00% |
| 07/11/2024 | 63.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,069 CHF | 5,267 CHF | 99.69% | 99.69% |
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