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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 | 7.75% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 124,684 CHF | 53,874 CHF | 98.93% | 98.93% |
| 19/11/2024 | 6.93% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 403,166 | 140,685 CHF | 60,631 CHF | 98.24% | 98.24% |
| 18/11/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,289 CHF | 54,145 CHF | 98.95% | 98.95% |
| 15/11/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,291 CHF | 50,145 CHF | 98.33% | 98.33% |
| 14/11/2024 | 10.10% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 491,705 | 95,070 CHF | 51,455 CHF | 97.76% | 97.76% |
| 13/11/2024 | 8.59% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 467,571 | 112,770 CHF | 56,942 CHF | 98.91% | 98.91% |
| 12/11/2024 | 11.52% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,424 | 84,723 CHF | 47,126 CHF | 93.36% | 93.36% |
| 11/11/2024 | 7.66% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 472,619 | 127,023 CHF | 64,268 CHF | 98.64% | 98.64% |
| 08/11/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,628 CHF | 71,851 CHF | 96.59% | 96.59% |
| 07/11/2024 | 6.04% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 160,849 CHF | 68,340 CHF | 98.11% | 98.11% |
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