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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 | 148.73% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,793 CHF | 5,897 CHF | 90.84% | 90.84% |
| 19/11/2024 | 139.20% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,230 CHF | 6,115 CHF | 96.21% | 96.21% |
| 18/11/2024 | 117.70% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,627 CHF | 6,813 CHF | 96.80% | 96.80% |
| 15/11/2024 | 97.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,323 CHF | 7,661 CHF | 95.60% | 95.60% |
| 14/11/2024 | 130.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,818 CHF | 6,409 CHF | 98.89% | 98.89% |
| 13/11/2024 | 144.09% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,034 CHF | 6,017 CHF | 98.89% | 98.89% |
| 12/11/2024 | 102.01% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,877 CHF | 7,439 CHF | 98.74% | 98.74% |
| 11/11/2024 | 84.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,021 CHF | 8,510 CHF | 98.68% | 98.68% |
| 08/11/2024 | 97.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,317 CHF | 7,659 CHF | 98.86% | 98.86% |
| 07/11/2024 | 80.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,568 CHF | 8,784 CHF | 98.14% | 98.14% |
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