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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 | 128.22% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,847 CHF | 6,424 CHF | 96.80% | 96.80% |
| 19/11/2024 | 129.29% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,797 CHF | 6,399 CHF | 95.35% | 95.35% |
| 18/11/2024 | 101.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,906 CHF | 7,453 CHF | 96.09% | 96.09% |
| 15/11/2024 | 84.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,886 CHF | 8,443 CHF | 95.69% | 95.69% |
| 14/11/2024 | 112.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,998 CHF | 6,999 CHF | 96.20% | 96.20% |
| 13/11/2024 | 110.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,072 CHF | 7,036 CHF | 96.42% | 96.42% |
| 12/11/2024 | 107.97% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,344 CHF | 7,172 CHF | 72.87% | 72.87% |
| 11/11/2024 | 99.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,108 CHF | 7,554 CHF | 97.06% | 97.06% |
| 08/11/2024 | 93.44% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,762 CHF | 7,881 CHF | 95.49% | 95.49% |
| 07/11/2024 | 106.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,458 CHF | 7,229 CHF | 97.78% | 97.78% |
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