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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 | 180.95% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 180.95% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 5,000 CHF | 99.90% | 99.90% |
| 18/11/2024 | 173.33% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,633 CHF | 5,264 CHF | 99.90% | 99.90% |
| 15/11/2024 | 143.64% | 0.00 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,103 CHF | 6,250 CHF | 100.00% | 100.00% |
| 14/11/2024 | 136.77% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,701 CHF | 6,250 CHF | 100.00% | 100.00% |
| 13/11/2024 | 134.60% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,890 CHF | 6,250 CHF | 100.00% | 100.00% |
| 12/11/2024 | 139.42% | 0.00 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,470 CHF | 6,250 CHF | 99.70% | 99.70% |
| 11/11/2024 | 156.40% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,049 CHF | 5,765 CHF | 99.85% | 99.85% |
| 08/11/2024 | 140.71% | 0.00 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,358 CHF | 6,250 CHF | 100.00% | 100.00% |
| 07/11/2024 | 141.84% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,260 CHF | 6,250 CHF | 99.88% | 99.88% |
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