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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 | 76.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,104 CHF | 9,052 CHF | 90.42% | 90.42% |
| 19/11/2024 | 78.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,980 CHF | 8,990 CHF | 95.57% | 95.57% |
| 18/11/2024 | 95.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,530 CHF | 7,765 CHF | 94.42% | 94.42% |
| 15/11/2024 | 83.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,003 CHF | 8,502 CHF | 94.68% | 94.68% |
| 14/11/2024 | 76.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,121 CHF | 9,061 CHF | 97.43% | 97.43% |
| 13/11/2024 | 76.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,178 CHF | 9,089 CHF | 96.77% | 96.77% |
| 12/11/2024 | 78.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,769 CHF | 8,884 CHF | 94.96% | 94.96% |
| 11/11/2024 | 81.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,321 CHF | 8,661 CHF | 95.51% | 95.51% |
| 08/11/2024 | 72.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,778 CHF | 9,389 CHF | 98.16% | 98.16% |
| 07/11/2024 | 72.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,923 CHF | 9,462 CHF | 97.69% | 97.69% |
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