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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 | 39.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,378 CHF | 7,595 CHF | 99.82% | 99.82% |
| 19/11/2024 | 30.20% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,709 CHF | 9,677 CHF | 99.82% | 99.82% |
| 18/11/2024 | 39.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,365 CHF | 7,591 CHF | 100.00% | 100.00% |
| 15/11/2024 | 42.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,932 CHF | 7,233 CHF | 100.00% | 100.00% |
| 14/11/2024 | 39.62% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,339 CHF | 7,585 CHF | 100.00% | 100.00% |
| 13/11/2024 | 29.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,254 CHF | 9,813 CHF | 99.97% | 99.97% |
| 12/11/2024 | 43.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,250 CHF | 7,063 CHF | 100.00% | 100.00% |
| 11/11/2024 | 45.49% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,256 CHF | 6,814 CHF | 99.77% | 99.77% |
| 08/11/2024 | 38.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,192 CHF | 7,798 CHF | 100.00% | 100.00% |
| 07/11/2024 | 39.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,595 CHF | 7,649 CHF | 99.70% | 99.70% |
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