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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 6.86% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 140,854 CHF | 75,427 CHF | 99.08% | 99.08% |
| 22/11/2024 | 7.62% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 126,587 CHF | 68,293 CHF | 98.65% | 98.65% |
| 20/11/2024 | 6.81% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 142,059 CHF | 76,030 CHF | 99.07% | 99.07% |
| 19/11/2024 | 7.01% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 137,844 CHF | 73,922 CHF | 97.21% | 97.21% |
| 18/11/2024 | 7.43% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,208 CHF | 70,104 CHF | 98.47% | 98.47% |
| 15/11/2024 | 7.50% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,485 CHF | 69,242 CHF | 97.81% | 97.81% |
| 14/11/2024 | 6.33% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 153,121 CHF | 81,561 CHF | 95.99% | 95.99% |
| 13/11/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 419,392 | 170,483 CHF | 75,615 CHF | 97.69% | 97.69% |
| 12/11/2024 | 5.06% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 192,592 CHF | 81,037 CHF | 93.55% | 93.55% |
| 11/11/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 199,502 CHF | 83,801 CHF | 99.35% | 99.35% |
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