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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 | 6.88% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 140,454 CHF | 75,227 CHF | 99.11% | 99.11% |
| 19/11/2024 | 7.27% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 132,722 CHF | 71,361 CHF | 98.74% | 98.74% |
| 18/11/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 140,976 CHF | 75,488 CHF | 99.02% | 99.02% |
| 15/11/2024 | 6.95% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 139,079 CHF | 74,539 CHF | 99.66% | 99.66% |
| 14/11/2024 | 8.03% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,022 CHF | 65,011 CHF | 97.57% | 97.57% |
| 13/11/2024 | 9.46% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,829 CHF | 55,415 CHF | 99.34% | 99.34% |
| 12/11/2024 | 8.22% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 116,982 CHF | 63,491 CHF | 93.10% | 93.10% |
| 11/11/2024 | 7.15% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 134,976 CHF | 72,488 CHF | 99.06% | 99.06% |
| 08/11/2024 | 7.12% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 135,646 CHF | 72,823 CHF | 99.15% | 99.15% |
| 07/11/2024 | 6.12% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 158,600 CHF | 84,300 CHF | 98.60% | 98.60% |
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