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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 | 12.09% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,899 CHF | 43,949 CHF | 99.35% | 99.35% |
| 19/11/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,284 CHF | 45,142 CHF | 96.68% | 96.68% |
| 18/11/2024 | 12.84% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 73,129 CHF | 41,565 CHF | 97.36% | 97.36% |
| 15/11/2024 | 9.79% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,342 CHF | 53,671 CHF | 96.38% | 96.38% |
| 14/11/2024 | 9.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,578 CHF | 58,289 CHF | 99.39% | 99.39% |
| 13/11/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,024 CHF | 40,012 CHF | 98.81% | 98.81% |
| 12/11/2024 | 12.07% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,050 CHF | 44,025 CHF | 99.39% | 99.39% |
| 11/11/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.37% | 99.37% |
| 08/11/2024 | 13.52% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,363 CHF | 39,681 CHF | 99.37% | 99.37% |
| 07/11/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,948 CHF | 39,974 CHF | 98.65% | 98.65% |
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