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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 | 22.50% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,569 CHF | 24,785 CHF | 98.95% | 98.95% |
| 19/11/2024 | 21.59% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,697 CHF | 25,848 CHF | 98.28% | 98.28% |
| 18/11/2024 | 16.65% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,477 CHF | 32,739 CHF | 98.94% | 98.94% |
| 15/11/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 98.35% | 98.35% |
| 14/11/2024 | 15.44% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,171 CHF | 35,085 CHF | 97.76% | 97.76% |
| 13/11/2024 | 17.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,967 CHF | 31,484 CHF | 98.89% | 98.89% |
| 12/11/2024 | 14.09% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,010 CHF | 38,505 CHF | 91.00% | 91.00% |
| 11/11/2024 | 16.89% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,335 CHF | 32,668 CHF | 98.64% | 98.64% |
| 08/11/2024 | 21.77% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,110 CHF | 25,555 CHF | 92.69% | 92.69% |
| 07/11/2024 | 18.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,598 CHF | 29,299 CHF | 98.08% | 98.08% |
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