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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 | 91.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,246 CHF | 4,061 CHF | 99.83% | 99.83% |
| 19/11/2024 | 69.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,069 | 250,000 | 9,483 CHF | 4,886 CHF | 97.58% | 97.58% |
| 18/11/2024 | 55.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,236 CHF | 5,809 CHF | 100.00% | 100.00% |
| 15/11/2024 | 55.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,206 CHF | 5,802 CHF | 100.00% | 100.00% |
| 14/11/2024 | 50.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,963 CHF | 6,241 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 | 99.94% | 99.94% |
| 12/11/2024 | 50.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,986 CHF | 6,247 CHF | 100.00% | 100.00% |
| 11/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.78% | 99.78% |
| 08/11/2024 | 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% |
| 07/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 999,996 | 250,000 | 15,000 CHF | 6,250 CHF | 99.70% | 99.70% |
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