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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 | 22.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 39,623 CHF | 49,623 CHF | 99.42% | 99.42% |
| 19/11/2024 | 24.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 36,739 CHF | 46,739 CHF | 100.00% | 100.00% |
| 18/11/2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 39,624 CHF | 49,624 CHF | 99.26% | 99.26% |
| 15/11/2024 | 23.03% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 38,730 CHF | 48,730 CHF | 98.67% | 98.67% |
| 14/11/2024 | 19.18% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 47,785 CHF | 57,785 CHF | 100.00% | 100.00% |
| 13/11/2024 | 31.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,803 CHF | 36,803 CHF | 99.08% | 99.08% |
| 12/11/2024 | 26.89% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 32,223 CHF | 42,223 CHF | 99.80% | 99.80% |
| 11/11/2024 | 38.84% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 21,433 CHF | 31,433 CHF | 100.00% | 100.00% |
| 08/11/2024 | 100.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,649 CHF | 20,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 79.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,754 CHF | 20,007 CHF | 100.00% | 100.00% |
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