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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 | 81.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,315 CHF | 8,657 CHF | 97.97% | 97.97% |
| 19/11/2024 | 75.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,409 CHF | 9,204 CHF | 87.56% | 87.56% |
| 18/11/2024 | 91.31% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,082 CHF | 8,041 CHF | 96.22% | 96.22% |
| 15/11/2024 | 72.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,769 CHF | 9,384 CHF | 96.49% | 96.49% |
| 14/11/2024 | 75.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,250 CHF | 9,125 CHF | 90.91% | 90.91% |
| 13/11/2024 | 56.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,834 CHF | 11,417 CHF | 83.94% | 83.94% |
| 12/11/2024 | 84.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,851 CHF | 8,425 CHF | 99.39% | 99.39% |
| 11/11/2024 | 98.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,245 CHF | 7,622 CHF | 96.66% | 96.66% |
| 08/11/2024 | 81.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,421 CHF | 8,711 CHF | 99.36% | 99.36% |
| 07/11/2024 | 95.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,513 CHF | 7,756 CHF | 69.12% | 69.12% |
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