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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 | 155.15% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,484 CHF | 5,742 CHF | 17.27% | 98.89% |
| 19/11/2024 | 139.35% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,217 CHF | 6,109 CHF | 98.53% | 98.53% |
| 18/11/2024 | 125.37% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,988 CHF | 6,494 CHF | 97.60% | 97.60% |
| 15/11/2024 | 121.91% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,257 CHF | 6,629 CHF | 97.92% | 97.92% |
| 14/11/2024 | 114.16% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,794 CHF | 6,897 CHF | 97.30% | 97.30% |
| 13/11/2024 | 75.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,645 CHF | 9,322 CHF | 98.92% | 98.92% |
| 12/11/2024 | 140.85% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,121 CHF | 6,061 CHF | 93.89% | 93.89% |
| 11/11/2024 | 122.42% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,186 CHF | 6,593 CHF | 98.81% | 98.81% |
| 08/11/2024 | 142.51% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,026 CHF | 6,013 CHF | 92.59% | 92.59% |
| 07/11/2024 | 127.83% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,008 CHF | 6,504 CHF | 97.62% | 97.62% |
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