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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 | 15.06% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,580 CHF | 35,790 CHF | 99.56% | 99.56% |
| 19/11/2024 | 15.07% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,518 CHF | 35,759 CHF | 98.74% | 98.74% |
| 18/11/2024 | 14.02% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,630 CHF | 38,315 CHF | 99.23% | 99.23% |
| 15/11/2024 | 13.86% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,442 CHF | 38,721 CHF | 99.41% | 99.41% |
| 14/11/2024 | 16.74% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,359 CHF | 32,679 CHF | 97.58% | 97.58% |
| 13/11/2024 | 21.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,571 CHF | 25,285 CHF | 99.37% | 99.37% |
| 12/11/2024 | 18.70% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,747 CHF | 29,373 CHF | 93.10% | 93.10% |
| 11/11/2024 | 15.18% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,008 CHF | 35,504 CHF | 99.06% | 99.06% |
| 08/11/2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,024 CHF | 35,512 CHF | 93.13% | 93.13% |
| 07/11/2024 | 11.66% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,961 CHF | 45,480 CHF | 98.61% | 98.61% |
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