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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 | 66.44% | 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 | 65.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,467 CHF | 5,117 CHF | 99.82% | 99.82% |
| 18/11/2024 | 50.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,997 CHF | 6,249 CHF | 100.00% | 100.00% |
| 15/11/2024 | 41.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,497 CHF | 7,374 CHF | 100.00% | 100.00% |
| 14/11/2024 | 39.38% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,539 CHF | 7,635 CHF | 100.00% | 100.00% |
| 13/11/2024 | 38.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,883 CHF | 7,721 CHF | 99.95% | 99.95% |
| 12/11/2024 | 34.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,910 CHF | 8,477 CHF | 100.00% | 100.00% |
| 11/11/2024 | 26.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,596 CHF | 10,649 CHF | 99.78% | 99.78% |
| 08/11/2024 | 25.84% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,898 CHF | 10,975 CHF | 100.00% | 100.00% |
| 07/11/2024 | 19.79% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 999,169 | 309,799 | 45,642 CHF | 17,448 CHF | 99.69% | 99.69% |
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