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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 | 141.55% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 2,385 CHF | 3,077 CHF | 99.82% | 99.82% |
| 19/11/2024 | 117.24% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,909 CHF | 3,712 CHF | 99.82% | 99.82% |
| 18/11/2024 | 113.97% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,115 CHF | 3,750 CHF | 100.00% | 100.00% |
| 15/11/2024 | 101.73% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,891 CHF | 3,750 CHF | 100.00% | 100.00% |
| 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 | 100.00% | 100.00% |
| 13/11/2024 | 99.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,005 CHF | 3,751 CHF | 99.95% | 99.95% |
| 12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
| 11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.78% | 99.78% |
| 08/11/2024 | 99.44% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,084 CHF | 3,771 CHF | 100.00% | 100.00% |
| 07/11/2024 | 74.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 944,258 | 250,000 | 8,402 CHF | 4,719 CHF | 91.01% | 91.01% |
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