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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 | 49.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,050 CHF | 6,262 CHF | 99.96% | 99.96% |
| 19/11/2024 | 49.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,122 CHF | 6,280 CHF | 99.80% | 99.80% |
| 18/11/2024 | 41.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,249 CHF | 7,312 CHF | 99.90% | 99.90% |
| 15/11/2024 | 40.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,878 CHF | 7,470 CHF | 100.00% | 100.00% |
| 14/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.56% | 99.56% |
| 13/11/2024 | 41.09% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,455 CHF | 7,364 CHF | 99.95% | 99.95% |
| 12/11/2024 | 48.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,722 CHF | 6,431 CHF | 99.76% | 99.76% |
| 11/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.77% | 99.77% |
| 08/11/2024 | 40.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,535 CHF | 7,384 CHF | 99.88% | 99.88% |
| 07/11/2024 | 40.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,526 CHF | 7,382 CHF | 99.88% | 99.88% |
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