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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 | 9.40% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,563 CHF | 55,781 CHF | 99.36% | 99.36% |
| 19/11/2024 | 8.87% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,286 CHF | 59,143 CHF | 96.70% | 96.70% |
| 18/11/2024 | 7.69% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 125,210 CHF | 67,605 CHF | 97.56% | 97.56% |
| 15/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,051 CHF | 65,025 CHF | 95.96% | 95.96% |
| 14/11/2024 | 8.65% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,650 CHF | 60,325 CHF | 99.31% | 99.31% |
| 13/11/2024 | 9.00% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,351 CHF | 58,175 CHF | 98.75% | 98.75% |
| 12/11/2024 | 8.61% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,338 CHF | 60,669 CHF | 99.35% | 99.35% |
| 11/11/2024 | 7.99% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,495 CHF | 65,248 CHF | 99.37% | 99.37% |
| 08/11/2024 | 8.95% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,870 CHF | 58,435 CHF | 98.24% | 98.24% |
| 07/11/2024 | 8.09% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 469,771 | 119,237 CHF | 60,400 CHF | 98.71% | 98.71% |
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