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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 | 11.32% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,560 CHF | 46,780 CHF | 97.91% | 97.91% |
| 19/11/2024 | 10.32% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,759 | 92,153 CHF | 50,830 CHF | 97.33% | 97.33% |
| 18/11/2024 | 11.45% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,527 CHF | 46,264 CHF | 97.84% | 97.84% |
| 15/11/2024 | 10.11% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 475,012 | 94,421 CHF | 49,436 CHF | 98.06% | 98.06% |
| 14/11/2024 | 10.15% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 477,919 | 93,896 CHF | 49,454 CHF | 95.84% | 95.84% |
| 13/11/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 109,676 CHF | 47,871 CHF | 98.64% | 98.64% |
| 12/11/2024 | 8.13% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 118,119 CHF | 51,248 CHF | 92.09% | 92.09% |
| 11/11/2024 | 7.14% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 135,207 CHF | 58,083 CHF | 93.83% | 93.83% |
| 08/11/2024 | 7.78% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 123,676 CHF | 53,471 CHF | 91.22% | 91.22% |
| 07/11/2024 | 7.06% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 995,145 | 395,145 | 136,208 CHF | 57,997 CHF | 97.04% | 97.04% |
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