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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 | 82.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,160 CHF | 8,580 CHF | 97.66% | 97.66% |
| 19/11/2024 | 105.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,529 CHF | 7,264 CHF | 94.88% | 94.88% |
| 18/11/2024 | 102.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,834 CHF | 7,417 CHF | 96.26% | 96.26% |
| 15/11/2024 | 95.47% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,570 CHF | 7,785 CHF | 96.42% | 96.42% |
| 14/11/2024 | 95.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,550 CHF | 7,775 CHF | 96.40% | 96.40% |
| 13/11/2024 | 86.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,552 CHF | 8,276 CHF | 97.83% | 97.83% |
| 12/11/2024 | 99.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,093 CHF | 7,547 CHF | 92.64% | 92.64% |
| 11/11/2024 | 95.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,451 CHF | 7,725 CHF | 98.15% | 98.15% |
| 08/11/2024 | 100.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,952 CHF | 7,476 CHF | 97.78% | 97.78% |
| 07/11/2024 | 83.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,149 CHF | 8,574 CHF | 98.04% | 98.04% |
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