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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 | 104.92% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,689 CHF | 3,750 CHF | 99.83% | 99.83% |
| 19/11/2024 | 139.60% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 2,509 CHF | 3,079 CHF | 99.82% | 99.82% |
| 18/11/2024 | 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% |
| 15/11/2024 | 89.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,579 CHF | 4,145 CHF | 100.00% | 100.00% |
| 14/11/2024 | 93.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,941 CHF | 3,985 CHF | 100.00% | 100.00% |
| 13/11/2024 | 100.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,994 CHF | 3,750 CHF | 99.97% | 99.97% |
| 12/11/2024 | 66.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,025 CHF | 5,006 CHF | 100.00% | 100.00% |
| 11/11/2024 | 51.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,667 CHF | 6,167 CHF | 99.77% | 99.77% |
| 08/11/2024 | 66.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,044 CHF | 5,011 CHF | 100.00% | 100.00% |
| 07/11/2024 | 53.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,943 CHF | 5,986 CHF | 99.70% | 99.70% |
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