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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 | 67.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,788 CHF | 9,894 CHF | 99.35% | 99.35% |
| 19/11/2024 | 62.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,114 CHF | 10,557 CHF | 96.62% | 96.62% |
| 18/11/2024 | 59.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,985 CHF | 10,993 CHF | 97.23% | 97.23% |
| 15/11/2024 | 51.44% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,469 CHF | 12,234 CHF | 96.00% | 96.00% |
| 14/11/2024 | 82.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,182 CHF | 8,591 CHF | 99.27% | 99.27% |
| 13/11/2024 | 72.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,846 CHF | 9,423 CHF | 99.09% | 99.09% |
| 12/11/2024 | 75.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,265 CHF | 9,133 CHF | 99.34% | 99.34% |
| 11/11/2024 | 95.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,703 CHF | 7,852 CHF | 96.29% | 96.29% |
| 08/11/2024 | 47.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,590 CHF | 13,295 CHF | 96.77% | 96.77% |
| 07/11/2024 | 46.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,546 CHF | 13,273 CHF | 98.62% | 98.62% |
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