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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 | 10.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,285 CHF | 49,143 CHF | 98.28% | 98.28% |
| 19/11/2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,579 CHF | 45,789 CHF | 98.65% | 98.65% |
| 18/11/2024 | 9.97% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,520 CHF | 52,760 CHF | 98.80% | 98.80% |
| 15/11/2024 | 9.89% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 96,374 CHF | 53,187 CHF | 98.36% | 98.36% |
| 14/11/2024 | 10.90% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,958 CHF | 48,479 CHF | 96.99% | 96.99% |
| 13/11/2024 | 10.68% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,985 CHF | 49,493 CHF | 98.88% | 98.88% |
| 12/11/2024 | 9.80% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,292 CHF | 53,646 CHF | 92.36% | 92.36% |
| 11/11/2024 | 7.37% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,932 CHF | 56,373 CHF | 98.94% | 98.94% |
| 08/11/2024 | 8.27% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,808 | 116,494 CHF | 50,694 CHF | 97.48% | 97.48% |
| 07/11/2024 | 5.94% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 963,714 | 363,714 | 158,234 CHF | 63,006 CHF | 98.13% | 98.13% |
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