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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 | 9.51% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,373 CHF | 55,186 CHF | 98.95% | 98.95% |
| 19/11/2024 | 9.47% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,133 CHF | 55,567 CHF | 98.26% | 98.26% |
| 18/11/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,149 CHF | 69,074 CHF | 98.93% | 98.93% |
| 15/11/2024 | 7.04% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 137,153 CHF | 73,577 CHF | 98.32% | 98.32% |
| 14/11/2024 | 7.28% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 133,086 CHF | 71,543 CHF | 97.76% | 97.76% |
| 13/11/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 122,273 CHF | 66,137 CHF | 98.92% | 98.92% |
| 12/11/2024 | 6.41% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 152,278 CHF | 81,139 CHF | 92.91% | 92.91% |
| 11/11/2024 | 7.65% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,073 CHF | 68,537 CHF | 98.64% | 98.64% |
| 08/11/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,291 CHF | 55,645 CHF | 92.69% | 92.69% |
| 07/11/2024 | 8.76% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,261 CHF | 59,631 CHF | 98.09% | 98.09% |
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