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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 | 81.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,279 CHF | 8,639 CHF | 98.19% | 98.19% |
| 19/11/2024 | 64.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,603 CHF | 10,302 CHF | 88.48% | 88.48% |
| 18/11/2024 | 83.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,131 CHF | 8,566 CHF | 94.82% | 94.82% |
| 15/11/2024 | 68.71% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,659 CHF | 9,830 CHF | 96.36% | 96.36% |
| 14/11/2024 | 58.69% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,157 CHF | 11,078 CHF | 96.18% | 96.18% |
| 13/11/2024 | 61.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,271 CHF | 10,636 CHF | 99.12% | 99.12% |
| 12/11/2024 | 67.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,838 CHF | 9,919 CHF | 99.17% | 99.17% |
| 11/11/2024 | 55.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,099 CHF | 11,549 CHF | 99.06% | 99.06% |
| 08/11/2024 | 44.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,550 CHF | 13,775 CHF | 99.24% | 99.24% |
| 07/11/2024 | 34.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,674 CHF | 17,337 CHF | 93.67% | 93.67% |
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