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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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 65.52% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,215 CHF | 1,021 CHF | 99.40% | 99.40% |
| 18/11/2024 | 70.63% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 44,513 | 5,000 CHF | 920 CHF | 99.86% | 100.00% |
| 15/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 99.52% | 99.52% |
| 13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 49,704 | 5,000 CHF | 994 CHF | 99.32% | 99.32% |
| 12/11/2024 | 40.75% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,859 CHF | 1,486 CHF | 100.00% | 100.00% |
| 11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 100.00% | 100.00% |
| 08/11/2024 | 56.39% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 6,926 CHF | 1,193 CHF | 100.00% | 100.00% |
| 07/11/2024 | 68.40% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 48,703 | 5,000 CHF | 987 CHF | 99.13% | 99.13% |
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