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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 | 993,215 | 250,000 | 4,966 CHF | 3,750 CHF | 99.38% | 99.38% |
| 19/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 980,902 | 250,000 | 4,905 CHF | 3,750 CHF | 99.29% | 99.29% |
| 18/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.29% | 99.29% |
| 15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,015 | 250,000 | 4,970 CHF | 3,750 CHF | 99.37% | 99.37% |
| 14/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,108 | 250,000 | 4,971 CHF | 3,750 CHF | 99.39% | 99.39% |
| 13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,697 | 250,000 | 4,973 CHF | 3,750 CHF | 99.37% | 99.37% |
| 12/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,088 | 250,000 | 4,975 CHF | 3,750 CHF | 99.06% | 99.06% |
| 11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,702 | 250,000 | 4,984 CHF | 3,750 CHF | 99.29% | 99.29% |
| 08/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.37% | 99.37% |
| 07/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,833 | 250,000 | 4,974 CHF | 3,750 CHF | 99.23% | 99.23% |
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