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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 | 60.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,699 CHF | 10,850 CHF | 97.04% | 97.04% |
| 19/11/2024 | 60.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,575 CHF | 10,788 CHF | 96.17% | 96.17% |
| 18/11/2024 | 56.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,861 CHF | 11,431 CHF | 92.66% | 92.66% |
| 15/11/2024 | 51.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,377 CHF | 12,189 CHF | 93.05% | 93.05% |
| 14/11/2024 | 55.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,212 CHF | 11,606 CHF | 98.79% | 98.79% |
| 13/11/2024 | 67.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,887 CHF | 9,944 CHF | 95.11% | 95.11% |
| 12/11/2024 | 61.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,425 CHF | 10,712 CHF | 98.91% | 98.91% |
| 11/11/2024 | 51.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,531 CHF | 12,266 CHF | 92.92% | 92.92% |
| 08/11/2024 | 49.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,364 CHF | 12,682 CHF | 97.06% | 97.06% |
| 07/11/2024 | 44.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,648 CHF | 13,824 CHF | 98.81% | 98.81% |
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