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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 | 96.91% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,385 CHF | 7,692 CHF | 90.79% | 90.79% |
| 19/11/2024 | 83.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,938 CHF | 8,469 CHF | 96.28% | 96.28% |
| 18/11/2024 | 76.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,095 CHF | 9,048 CHF | 96.69% | 96.69% |
| 15/11/2024 | 75.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,290 CHF | 9,145 CHF | 95.45% | 95.45% |
| 14/11/2024 | 83.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,950 CHF | 8,475 CHF | 98.86% | 98.86% |
| 13/11/2024 | 89.53% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,197 CHF | 8,099 CHF | 98.82% | 98.82% |
| 12/11/2024 | 75.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,345 CHF | 9,173 CHF | 98.71% | 98.71% |
| 11/11/2024 | 71.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,011 CHF | 9,505 CHF | 98.70% | 98.70% |
| 08/11/2024 | 74.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,373 CHF | 9,187 CHF | 98.86% | 98.86% |
| 07/11/2024 | 68.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,587 CHF | 9,793 CHF | 98.24% | 98.24% |
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