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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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.39% | 99.39% |
| 19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 984,986 | 250,000 | 4,925 CHF | 3,750 CHF | 98.26% | 98.26% |
| 18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,747 | 250,000 | 4,979 CHF | 3,750 CHF | 99.28% | 99.28% |
| 15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.39% | 99.39% |
| 14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.35% | 99.35% |
| 13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,794 | 250,000 | 4,964 CHF | 3,750 CHF | 99.38% | 99.38% |
| 12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,430 | 250,000 | 4,967 CHF | 3,750 CHF | 99.05% | 99.05% |
| 11/11/2024 | 99.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,138 | 250,000 | 5,095 CHF | 3,780 CHF | 99.29% | 99.29% |
| 08/11/2024 | 91.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,203 CHF | 4,051 CHF | 99.38% | 99.38% |
| 07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,161 | 250,000 | 4,966 CHF | 3,750 CHF | 99.24% | 99.24% |
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