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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 | 5.66% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 171,921 CHF | 72,768 CHF | 98.95% | 98.95% |
| 19/11/2024 | 5.90% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 451,383 | 164,897 CHF | 78,687 CHF | 98.74% | 98.74% |
| 18/11/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 178,973 CHF | 75,589 CHF | 99.35% | 99.35% |
| 15/11/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 404,607 | 178,255 CHF | 76,083 CHF | 99.40% | 99.40% |
| 14/11/2024 | 6.53% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 486,677 | 149,144 CHF | 77,225 CHF | 97.62% | 97.62% |
| 13/11/2024 | 7.90% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 121,710 CHF | 65,855 CHF | 99.38% | 99.38% |
| 12/11/2024 | 6.86% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 141,470 CHF | 75,735 CHF | 98.57% | 98.57% |
| 11/11/2024 | 5.76% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 168,672 CHF | 71,469 CHF | 99.06% | 99.06% |
| 08/11/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 405,934 | 169,684 CHF | 72,882 CHF | 97.68% | 97.68% |
| 07/11/2024 | 4.85% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 415,665 | 201,486 CHF | 87,682 CHF | 98.60% | 98.60% |
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