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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 | 142.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,067 CHF | 6,034 CHF | 90.84% | 90.84% |
| 19/11/2024 | 124.35% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,065 CHF | 6,532 CHF | 96.19% | 96.19% |
| 18/11/2024 | 111.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,001 CHF | 7,001 CHF | 96.82% | 96.82% |
| 15/11/2024 | 108.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,270 CHF | 7,135 CHF | 95.58% | 95.58% |
| 14/11/2024 | 123.71% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,128 CHF | 6,564 CHF | 98.86% | 98.86% |
| 13/11/2024 | 135.89% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,398 CHF | 6,199 CHF | 98.86% | 98.86% |
| 12/11/2024 | 110.56% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,089 CHF | 7,044 CHF | 98.72% | 98.72% |
| 11/11/2024 | 98.29% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,218 CHF | 7,609 CHF | 98.67% | 98.67% |
| 08/11/2024 | 104.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,591 CHF | 7,296 CHF | 98.85% | 98.85% |
| 07/11/2024 | 99.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,101 CHF | 7,551 CHF | 98.21% | 98.21% |
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