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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 | 98.76% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,140 CHF | 7,570 CHF | 99.10% | 99.10% |
| 19/11/2024 | 102.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,864 CHF | 7,432 CHF | 96.65% | 96.65% |
| 18/11/2024 | 125.46% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,976 CHF | 6,488 CHF | 97.05% | 97.05% |
| 15/11/2024 | 110.04% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,102 CHF | 7,051 CHF | 95.85% | 95.85% |
| 14/11/2024 | 108.60% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,226 CHF | 7,113 CHF | 99.31% | 99.31% |
| 13/11/2024 | 94.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,659 CHF | 7,829 CHF | 99.13% | 99.13% |
| 12/11/2024 | 100.43% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,971 CHF | 7,486 CHF | 99.37% | 99.37% |
| 11/11/2024 | 85.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,716 CHF | 8,358 CHF | 99.37% | 99.37% |
| 08/11/2024 | 84.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,896 CHF | 8,448 CHF | 98.21% | 98.21% |
| 07/11/2024 | 87.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,506 CHF | 8,253 CHF | 98.62% | 98.62% |
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