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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 | 43.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,093 CHF | 28,093 CHF | 99.42% | 99.42% |
| 19/11/2024 | 35.90% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 23,092 CHF | 33,092 CHF | 100.00% | 100.00% |
| 18/11/2024 | 39.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,321 CHF | 30,321 CHF | 99.26% | 99.26% |
| 15/11/2024 | 37.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 22,404 CHF | 32,404 CHF | 98.67% | 98.67% |
| 14/11/2024 | 40.17% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,191 CHF | 30,191 CHF | 100.00% | 100.00% |
| 13/11/2024 | 26.66% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,288 CHF | 43,288 CHF | 99.08% | 99.08% |
| 12/11/2024 | 21.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 41,038 CHF | 51,038 CHF | 99.81% | 99.81% |
| 11/11/2024 | 18.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 47,959 CHF | 57,959 CHF | 100.00% | 100.00% |
| 08/11/2024 | 12.33% | 0.06 CHF | 0.07 CHF | 890,000 | 890,000 | 890,000 | 890,000 | 68,143 CHF | 77,043 CHF | 100.00% | 100.00% |
| 07/11/2024 | 10.88% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 87,681 CHF | 97,681 CHF | 100.00% | 100.00% |
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