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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 | 118.20% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,634 CHF | 6,817 CHF | 96.80% | 96.80% |
| 19/11/2024 | 145.34% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,998 CHF | 5,999 CHF | 95.35% | 95.35% |
| 18/11/2024 | 82.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,243 CHF | 8,622 CHF | 96.11% | 96.11% |
| 15/11/2024 | 66.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,088 CHF | 10,044 CHF | 95.08% | 95.08% |
| 14/11/2024 | 97.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,351 CHF | 7,675 CHF | 96.43% | 96.43% |
| 13/11/2024 | 102.70% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,895 CHF | 7,447 CHF | 96.30% | 96.30% |
| 12/11/2024 | 81.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,351 CHF | 8,676 CHF | 97.00% | 97.00% |
| 11/11/2024 | 65.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,286 CHF | 10,143 CHF | 97.05% | 97.05% |
| 08/11/2024 | 57.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,599 CHF | 11,300 CHF | 95.50% | 95.50% |
| 07/11/2024 | 63.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,798 CHF | 10,399 CHF | 97.55% | 97.55% |
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