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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 | 99.16% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,121 CHF | 7,560 CHF | 97.17% | 98.08% |
| 19/11/2024 | 100.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,976 CHF | 7,488 CHF | 97.45% | 97.45% |
| 18/11/2024 | 83.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,029 CHF | 8,515 CHF | 98.44% | 98.44% |
| 15/11/2024 | 77.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,853 CHF | 8,926 CHF | 97.85% | 97.85% |
| 14/11/2024 | 71.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,067 CHF | 9,533 CHF | 95.43% | 95.43% |
| 13/11/2024 | 111.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,092 CHF | 7,046 CHF | 94.09% | 96.68% |
| 12/11/2024 | 111.25% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,028 CHF | 7,014 CHF | 91.54% | 91.54% |
| 11/11/2024 | 94.94% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,631 CHF | 7,815 CHF | 98.88% | 98.88% |
| 08/11/2024 | 83.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,040 CHF | 8,520 CHF | 91.74% | 91.74% |
| 07/11/2024 | 72.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,826 CHF | 9,413 CHF | 97.21% | 97.21% |
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