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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 49.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,483 CHF | 6,371 CHF | 98.60% | 98.60% |
| 22/11/2024 | 39.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,775 CHF | 7,694 CHF | 100.00% | 100.00% |
| 20/11/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 257,802 | 40,521 CHF | 13,079 CHF | 100.00% | 100.00% |
| 19/11/2024 | 25.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 990,072 | 253,812 | 34,396 CHF | 11,451 CHF | 99.10% | 99.10% |
| 18/11/2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 979,706 | 477,512 | 50,300 CHF | 29,353 CHF | 99.94% | 99.94% |
| 15/11/2024 | 18.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 457,126 | 48,733 CHF | 27,052 CHF | 100.00% | 100.00% |
| 14/11/2024 | 24.59% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,061 CHF | 11,515 CHF | 100.00% | 100.00% |
| 13/11/2024 | 27.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,112 CHF | 10,278 CHF | 100.00% | 100.00% |
| 12/11/2024 | 22.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 256,192 | 39,460 CHF | 12,675 CHF | 99.98% | 99.98% |
| 11/11/2024 | 19.74% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 319,937 | 45,855 CHF | 18,137 CHF | 100.00% | 100.00% |
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