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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 | 39.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,564 CHF | 7,641 CHF | 100.00% | 100.00% |
| 19/11/2024 | 33.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,676 CHF | 8,669 CHF | 99.89% | 99.89% |
| 18/11/2024 | 39.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,668 CHF | 7,667 CHF | 99.92% | 99.92% |
| 15/11/2024 | 39.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,277 CHF | 7,569 CHF | 100.00% | 100.00% |
| 14/11/2024 | 37.66% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,757 CHF | 7,939 CHF | 100.00% | 100.00% |
| 13/11/2024 | 31.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,667 CHF | 9,167 CHF | 100.00% | 100.00% |
| 12/11/2024 | 37.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,220 CHF | 8,055 CHF | 99.72% | 99.72% |
| 11/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,001 CHF | 7,500 CHF | 99.90% | 99.90% |
| 08/11/2024 | 28.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,689 CHF | 9,922 CHF | 100.00% | 100.00% |
| 07/11/2024 | 25.76% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,004 CHF | 11,001 CHF | 99.91% | 99.91% |
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