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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 | 72.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,598 CHF | 20,369 CHF | 99.42% | 99.42% |
| 19/11/2024 | 78.61% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,761 CHF | 20,009 CHF | 100.00% | 100.00% |
| 18/11/2024 | 74.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,179 CHF | 20,000 CHF | 99.26% | 99.26% |
| 15/11/2024 | 76.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,202 CHF | 20,329 CHF | 98.67% | 98.67% |
| 14/11/2024 | 56.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 13,222 CHF | 23,222 CHF | 100.00% | 100.00% |
| 13/11/2024 | 107.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,058 CHF | 20,000 CHF | 99.08% | 99.08% |
| 12/11/2024 | 85.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,999 CHF | 20,000 CHF | 99.78% | 99.78% |
| 11/11/2024 | 120.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,025 CHF | 20,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 94.64% | 100.00% |
| 07/11/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 100.00% | 100.00% |
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