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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 | 99.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,037 CHF | 7,518 CHF | 88.94% | 88.94% |
| 19/11/2024 | 88.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,551 CHF | 8,275 CHF | 95.01% | 95.01% |
| 18/11/2024 | 99.17% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,111 CHF | 7,556 CHF | 94.44% | 94.44% |
| 15/11/2024 | 78.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,725 CHF | 8,863 CHF | 93.36% | 93.36% |
| 14/11/2024 | 71.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,058 CHF | 9,529 CHF | 97.45% | 97.45% |
| 13/11/2024 | 70.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,176 CHF | 9,588 CHF | 98.69% | 98.69% |
| 12/11/2024 | 65.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,299 CHF | 10,149 CHF | 95.21% | 95.21% |
| 11/11/2024 | 75.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,272 CHF | 9,136 CHF | 95.45% | 95.45% |
| 08/11/2024 | 64.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,466 CHF | 10,233 CHF | 96.61% | 96.61% |
| 07/11/2024 | 64.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,558 CHF | 10,279 CHF | 97.58% | 97.58% |
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