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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 | 105.80% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,555 CHF | 7,277 CHF | 97.45% | 97.45% |
| 19/11/2024 | 103.40% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,722 CHF | 7,361 CHF | 97.91% | 97.91% |
| 18/11/2024 | 104.65% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,773 CHF | 7,386 CHF | 99.14% | 99.14% |
| 15/11/2024 | 96.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,429 CHF | 7,714 CHF | 98.30% | 98.30% |
| 14/11/2024 | 91.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,079 CHF | 8,039 CHF | 97.09% | 97.09% |
| 13/11/2024 | 94.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,611 CHF | 7,806 CHF | 98.68% | 98.68% |
| 12/11/2024 | 98.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,205 CHF | 7,602 CHF | 97.62% | 97.62% |
| 11/11/2024 | 71.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,073 CHF | 9,536 CHF | 99.03% | 99.03% |
| 08/11/2024 | 73.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,662 CHF | 9,331 CHF | 98.95% | 98.95% |
| 07/11/2024 | 68.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,567 CHF | 9,784 CHF | 98.38% | 98.38% |
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