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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 18.91% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 397,300 | 48,009 CHF | 23,242 CHF | 100.00% | 100.00% |
| 15/11/2024 | 19.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 980,511 | 337,320 | 46,654 CHF | 19,885 CHF | 100.00% | 100.00% |
| 14/11/2024 | 15.86% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 876,409 | 443,638 | 50,919 CHF | 30,207 CHF | 100.00% | 100.00% |
| 13/11/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 868,837 | 436,925 | 50,703 CHF | 29,867 CHF | 99.94% | 99.94% |
| 12/11/2024 | 11.82% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 630,661 | 330,491 | 50,253 CHF | 29,661 CHF | 100.00% | 100.00% |
| 11/11/2024 | 10.70% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 576,712 | 330,056 | 51,015 CHF | 32,919 CHF | 99.74% | 99.74% |
| 08/11/2024 | 11.98% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 642,298 | 338,251 | 50,381 CHF | 30,034 CHF | 100.00% | 100.00% |
| 07/11/2024 | 7.36% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 396,142 | 396,139 | 51,884 CHF | 55,845 CHF | 99.67% | 99.67% |
| 06/11/2024 | 10.07% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 551,959 | 371,227 | 52,092 CHF | 39,530 CHF | 99.13% | 99.13% |
| 05/11/2024 | 28.41% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,424 CHF | 10,106 CHF | 100.00% | 100.00% |
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