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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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.89% | 99.89% |
| 18/11/2024 | 61.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,490 CHF | 5,372 CHF | 99.90% | 99.90% |
| 15/11/2024 | 50.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,952 CHF | 6,238 CHF | 100.00% | 100.00% |
| 14/11/2024 | 50.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,832 CHF | 6,208 CHF | 100.00% | 100.00% |
| 13/11/2024 | 52.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,218 CHF | 6,054 CHF | 100.00% | 100.00% |
| 12/11/2024 | 50.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,821 CHF | 6,205 CHF | 99.69% | 99.69% |
| 11/11/2024 | 39.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,185 CHF | 7,546 CHF | 99.91% | 99.91% |
| 08/11/2024 | 37.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,622 CHF | 7,905 CHF | 100.00% | 100.00% |
| 07/11/2024 | 25.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,776 CHF | 11,194 CHF | 99.90% | 99.90% |
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