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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 | 9.33% | 0.12 CHF | 0.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 102,586 CHF | 112,586 CHF | 99.42% | 99.42% |
| 19/11/2024 | 9.98% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 95,649 CHF | 105,649 CHF | 100.00% | 100.00% |
| 18/11/2024 | 9.37% | 0.09 CHF | 0.10 CHF | 890,000 | 890,000 | 890,000 | 890,000 | 90,789 CHF | 99,689 CHF | 99.26% | 99.26% |
| 15/11/2024 | 9.59% | 0.11 CHF | 0.12 CHF | 870,000 | 870,000 | 870,000 | 870,000 | 86,802 CHF | 95,502 CHF | 98.65% | 98.65% |
| 14/11/2024 | 8.39% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 115,172 CHF | 125,172 CHF | 100.00% | 100.00% |
| 13/11/2024 | 12.21% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 77,395 CHF | 87,395 CHF | 99.08% | 99.08% |
| 12/11/2024 | 11.34% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 83,211 CHF | 93,211 CHF | 99.80% | 99.80% |
| 11/11/2024 | 14.58% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 64,314 CHF | 74,314 CHF | 100.00% | 100.00% |
| 08/11/2024 | 28.52% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,288 CHF | 40,288 CHF | 100.00% | 100.00% |
| 07/11/2024 | 25.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 35,103 CHF | 45,103 CHF | 100.00% | 100.00% |
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