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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 | 7.94% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 121,013 CHF | 65,506 CHF | 99.29% | 99.29% |
| 22/11/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,958 CHF | 54,979 CHF | 99.19% | 99.19% |
| 20/11/2024 | 11.05% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,753 CHF | 47,877 CHF | 98.94% | 98.94% |
| 19/11/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,554 CHF | 49,777 CHF | 88.41% | 88.41% |
| 18/11/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,349 CHF | 55,175 CHF | 97.15% | 97.15% |
| 15/11/2024 | 9.00% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,736 CHF | 58,368 CHF | 91.38% | 91.38% |
| 14/11/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,471 CHF | 60,735 CHF | 98.99% | 98.99% |
| 13/11/2024 | 8.79% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 108,883 CHF | 59,441 CHF | 98.92% | 98.92% |
| 12/11/2024 | 7.63% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 126,443 CHF | 68,222 CHF | 99.33% | 99.33% |
| 11/11/2024 | 6.96% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 404,965 | 138,702 CHF | 60,176 CHF | 99.32% | 99.32% |
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