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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 | 133.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,515 CHF | 6,258 CHF | 98.83% | 98.83% |
| 19/11/2024 | 107.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,389 CHF | 7,195 CHF | 96.18% | 96.18% |
| 18/11/2024 | 108.33% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,271 CHF | 7,136 CHF | 96.90% | 96.90% |
| 15/11/2024 | 102.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,794 CHF | 7,397 CHF | 95.42% | 95.42% |
| 14/11/2024 | 86.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,636 CHF | 8,318 CHF | 98.45% | 98.45% |
| 13/11/2024 | 77.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,861 CHF | 8,931 CHF | 98.29% | 98.29% |
| 12/11/2024 | 87.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,497 CHF | 8,248 CHF | 98.94% | 98.94% |
| 11/11/2024 | 94.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,609 CHF | 7,805 CHF | 97.88% | 97.88% |
| 08/11/2024 | 76.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,106 CHF | 9,053 CHF | 98.85% | 98.85% |
| 07/11/2024 | 69.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,586 CHF | 9,793 CHF | 98.30% | 98.30% |
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