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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 | 40.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,782 CHF | 7,445 CHF | 100.00% | 100.00% |
| 19/11/2024 | 44.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,721 CHF | 6,930 CHF | 99.86% | 99.86% |
| 18/11/2024 | 41.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,317 CHF | 7,329 CHF | 99.86% | 99.86% |
| 15/11/2024 | 42.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,922 CHF | 7,230 CHF | 100.00% | 100.00% |
| 14/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
| 13/11/2024 | 49.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,066 CHF | 6,266 CHF | 100.00% | 100.00% |
| 12/11/2024 | 49.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,090 | 250,000 | 14,937 CHF | 6,260 CHF | 99.71% | 99.71% |
| 11/11/2024 | 48.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,779 CHF | 6,445 CHF | 99.90% | 99.90% |
| 08/11/2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,003 CHF | 6,251 CHF | 100.00% | 100.00% |
| 07/11/2024 | 46.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,640 CHF | 6,660 CHF | 99.90% | 99.90% |
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