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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 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 14.13% | 100.00% |
| 19/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 100.00% | 100.00% |
| 18/11/2024 | 45.88% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 63,973 | 10,000 CHF | 1,974 CHF | 100.00% | 100.00% |
| 15/11/2024 | 38.11% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,459 CHF | 2,509 CHF | 100.00% | 100.00% |
| 14/11/2024 | 33.15% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,033 CHF | 2,707 CHF | 99.21% | 99.21% |
| 13/11/2024 | 40.93% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 74,154 | 9,942 CHF | 2,228 CHF | 98.63% | 98.63% |
| 12/11/2024 | 37.24% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 11,758 CHF | 2,549 CHF | 99.84% | 99.84% |
| 11/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 28.66% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,000 CHF | 3,003 CHF | 100.00% | 100.00% |
| 07/11/2024 | 24.50% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 72,397 | 19,397 CHF | 3,563 CHF | 98.73% | 98.73% |
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