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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 | 225,000 | 75,000 | 225,000 | 75,000 | 4,500 CHF | 2,250 CHF | 100.00% | 100.00% |
| 19/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 4,500 CHF | 2,250 CHF | 99.40% | 99.40% |
| 18/11/2024 | 54.81% | 0.02 CHF | 0.03 CHF | 225,000 | 75,000 | 208,460 | 69,487 | 3,892 CHF | 2,171 CHF | 100.00% | 100.00% |
| 15/11/2024 | 32.51% | 0.02 CHF | 0.03 CHF | 225,000 | 75,000 | 450,948 | 75,000 | 12,860 CHF | 2,862 CHF | 100.00% | 100.00% |
| 14/11/2024 | 33.65% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,535 CHF | 2,829 CHF | 99.52% | 99.52% |
| 13/11/2024 | 25.85% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 492,194 | 74,442 | 18,333 CHF | 3,578 CHF | 99.32% | 99.32% |
| 12/11/2024 | 22.99% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,029 CHF | 3,972 CHF | 100.00% | 100.00% |
| 11/11/2024 | 19.19% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 26,547 CHF | 4,825 CHF | 100.00% | 100.00% |
| 08/11/2024 | 16.08% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 29,652 CHF | 5,222 CHF | 100.00% | 100.00% |
| 07/11/2024 | 14.53% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 441,780 | 72,407 | 38,279 CHF | 7,299 CHF | 99.13% | 99.13% |
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