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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 | 8.82% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,483 CHF | 59,242 CHF | 99.12% | 99.12% |
| 19/11/2024 | 9.34% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,269 CHF | 56,135 CHF | 98.73% | 98.73% |
| 18/11/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,899 CHF | 60,450 CHF | 99.05% | 99.05% |
| 15/11/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,838 CHF | 59,919 CHF | 99.42% | 99.42% |
| 14/11/2024 | 10.53% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,783 CHF | 50,392 CHF | 97.62% | 97.62% |
| 13/11/2024 | 13.16% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,124 CHF | 40,562 CHF | 99.34% | 99.34% |
| 12/11/2024 | 11.08% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,819 CHF | 47,909 CHF | 93.10% | 93.10% |
| 11/11/2024 | 9.35% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,159 CHF | 56,079 CHF | 99.06% | 99.06% |
| 08/11/2024 | 9.17% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 104,324 CHF | 57,162 CHF | 99.32% | 99.32% |
| 07/11/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,397 CHF | 69,198 CHF | 98.60% | 98.60% |
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