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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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.97% | 99.97% |
| 19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.82% | 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 | 99.95% | 99.95% |
| 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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.54% | 99.54% |
| 13/11/2024 | 88.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,656 CHF | 4,164 CHF | 99.94% | 99.94% |
| 12/11/2024 | 89.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,840 | 250,000 | 6,492 CHF | 4,148 CHF | 99.83% | 99.83% |
| 11/11/2024 | 70.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 922,113 | 250,000 | 8,584 CHF | 4,841 CHF | 99.78% | 99.78% |
| 08/11/2024 | 78.88% | 0.01 CHF | 0.02 CHF | 625,000 | 250,000 | 903,072 | 250,000 | 7,198 CHF | 4,542 CHF | 99.81% | 99.81% |
| 07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.88% | 99.88% |
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