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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 | 161.50% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,141 CHF | 20,000 CHF | 99.42% | 99.42% |
| 19/11/2024 | 136.34% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,801 CHF | 20,000 CHF | 100.00% | 100.00% |
| 18/11/2024 | 145.55% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,194 CHF | 20,000 CHF | 99.26% | 99.26% |
| 15/11/2024 | 139.77% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,575 CHF | 20,000 CHF | 98.67% | 98.67% |
| 14/11/2024 | 142.85% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,372 CHF | 20,000 CHF | 100.00% | 100.00% |
| 13/11/2024 | 111.60% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,718 CHF | 20,000 CHF | 99.08% | 99.08% |
| 12/11/2024 | 83.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,277 CHF | 20,000 CHF | 99.80% | 99.80% |
| 11/11/2024 | 67.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,956 CHF | 20,085 CHF | 100.00% | 100.00% |
| 08/11/2024 | 41.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,406 CHF | 29,406 CHF | 100.00% | 100.00% |
| 07/11/2024 | 31.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,720 CHF | 36,720 CHF | 99.96% | 99.96% |
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