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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 | 99.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,016 CHF | 3,754 CHF | 99.83% | 99.83% |
| 19/11/2024 | 73.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,016 CHF | 4,754 CHF | 99.81% | 99.81% |
| 18/11/2024 | 99.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,014 CHF | 3,753 CHF | 100.00% | 100.00% |
| 15/11/2024 | 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% |
| 14/11/2024 | 99.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,038 CHF | 3,760 CHF | 100.00% | 100.00% |
| 13/11/2024 | 67.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,845 CHF | 4,961 CHF | 99.97% | 99.97% |
| 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 | 99.77% | 99.77% |
| 08/11/2024 | 77.49% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,376 CHF | 4,594 CHF | 100.00% | 100.00% |
| 07/11/2024 | 68.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 937,145 | 250,000 | 9,099 CHF | 4,923 CHF | 77.71% | 77.71% |
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