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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 | 7.54% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 127,803 CHF | 55,121 CHF | 98.26% | 98.26% |
| 19/11/2024 | 7.96% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 120,797 CHF | 52,319 CHF | 98.63% | 98.63% |
| 18/11/2024 | 6.95% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 139,014 CHF | 59,606 CHF | 98.81% | 98.81% |
| 15/11/2024 | 6.86% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,887 CHF | 60,355 CHF | 98.34% | 98.34% |
| 14/11/2024 | 7.83% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 122,901 CHF | 53,160 CHF | 97.73% | 97.73% |
| 13/11/2024 | 7.45% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 129,610 CHF | 55,844 CHF | 98.85% | 98.85% |
| 12/11/2024 | 6.95% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,995 CHF | 59,598 CHF | 92.36% | 92.36% |
| 11/11/2024 | 5.17% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 169,769 CHF | 59,590 CHF | 98.95% | 98.95% |
| 08/11/2024 | 5.85% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 937,291 | 337,291 | 155,691 CHF | 59,221 CHF | 98.33% | 98.33% |
| 07/11/2024 | 4.29% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 826,728 | 275,576 | 188,793 CHF | 65,687 CHF | 98.13% | 98.13% |
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