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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 | 38.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,988 CHF | 7,747 CHF | 98.60% | 98.60% |
| 22/11/2024 | 32.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,567 CHF | 8,892 CHF | 100.00% | 100.00% |
| 20/11/2024 | 25.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,046 CHF | 11,012 CHF | 100.00% | 100.00% |
| 19/11/2024 | 27.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,285 CHF | 10,321 CHF | 99.95% | 99.95% |
| 18/11/2024 | 23.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,078 CHF | 11,769 CHF | 99.94% | 99.94% |
| 15/11/2024 | 24.61% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,694 CHF | 11,424 CHF | 100.00% | 100.00% |
| 14/11/2024 | 27.68% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,249 CHF | 10,312 CHF | 100.00% | 100.00% |
| 13/11/2024 | 29.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,062 CHF | 9,766 CHF | 100.00% | 100.00% |
| 12/11/2024 | 27.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,149 CHF | 10,287 CHF | 99.98% | 99.98% |
| 11/11/2024 | 25.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,325 CHF | 11,081 CHF | 100.00% | 100.00% |
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