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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 | 8.64% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,847 CHF | 60,423 CHF | 99.09% | 99.09% |
| 19/11/2024 | 9.24% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 103,546 CHF | 56,773 CHF | 98.75% | 98.75% |
| 18/11/2024 | 8.30% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 115,750 CHF | 62,875 CHF | 99.02% | 99.02% |
| 15/11/2024 | 8.24% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 116,699 CHF | 63,350 CHF | 99.44% | 99.44% |
| 14/11/2024 | 10.36% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,644 CHF | 51,322 CHF | 97.63% | 97.63% |
| 13/11/2024 | 13.19% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,912 CHF | 40,456 CHF | 99.34% | 99.34% |
| 12/11/2024 | 11.12% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,609 CHF | 47,805 CHF | 93.10% | 93.10% |
| 11/11/2024 | 8.89% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 107,736 CHF | 58,868 CHF | 99.06% | 99.06% |
| 08/11/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,491 CHF | 59,245 CHF | 97.78% | 97.78% |
| 07/11/2024 | 7.00% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,827 | 138,295 CHF | 73,960 CHF | 98.60% | 98.60% |
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