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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 | 39.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,236 CHF | 15,118 CHF | 97.62% | 97.62% |
| 19/11/2024 | 47.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,227 CHF | 13,114 CHF | 95.11% | 95.11% |
| 18/11/2024 | 51.32% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,665 CHF | 12,332 CHF | 96.23% | 96.23% |
| 15/11/2024 | 49.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,387 CHF | 13,193 CHF | 96.43% | 96.43% |
| 14/11/2024 | 48.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,703 CHF | 13,352 CHF | 97.07% | 97.07% |
| 13/11/2024 | 43.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,769 CHF | 14,384 CHF | 97.79% | 97.79% |
| 12/11/2024 | 63.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,073 CHF | 10,537 CHF | 92.65% | 92.65% |
| 11/11/2024 | 64.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,995 CHF | 10,497 CHF | 98.40% | 98.40% |
| 08/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 96.33% | 96.33% |
| 07/11/2024 | 50.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,924 CHF | 12,962 CHF | 98.05% | 98.05% |
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