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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 | 6.60% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 146,631 CHF | 62,653 CHF | 93.14% | 93.14% |
| 22/11/2024 | 9.12% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 479,472 | 105,390 CHF | 55,031 CHF | 93.76% | 93.76% |
| 20/11/2024 | 7.67% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 125,668 CHF | 54,267 CHF | 88.20% | 88.20% |
| 19/11/2024 | 8.43% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,283 | 113,834 CHF | 49,568 CHF | 88.28% | 88.28% |
| 18/11/2024 | 8.04% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 119,610 CHF | 51,844 CHF | 89.52% | 89.52% |
| 15/11/2024 | 6.90% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,145 CHF | 60,058 CHF | 92.99% | 92.99% |
| 14/11/2024 | 6.67% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 145,086 CHF | 62,034 CHF | 90.29% | 90.29% |
| 13/11/2024 | 6.73% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 143,845 CHF | 61,538 CHF | 96.15% | 96.15% |
| 12/11/2024 | 6.17% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 157,190 CHF | 66,876 CHF | 94.52% | 94.52% |
| 11/11/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 173,493 CHF | 60,831 CHF | 92.95% | 92.95% |
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