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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 | 8.59% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 111,746 CHF | 60,873 CHF | 97.07% | 97.07% |
| 19/11/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,787 CHF | 63,894 CHF | 96.18% | 96.18% |
| 18/11/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,534 CHF | 65,267 CHF | 92.82% | 92.82% |
| 15/11/2024 | 7.43% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 129,645 CHF | 69,823 CHF | 93.05% | 93.05% |
| 14/11/2024 | 7.75% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,552 | 124,365 CHF | 67,115 CHF | 98.82% | 98.82% |
| 13/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 110,000 CHF | 60,000 CHF | 94.95% | 94.95% |
| 12/11/2024 | 8.12% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,328 CHF | 64,164 CHF | 98.90% | 98.90% |
| 11/11/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,155 CHF | 70,078 CHF | 92.93% | 92.93% |
| 08/11/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 130,272 CHF | 70,136 CHF | 97.07% | 97.07% |
| 07/11/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 426,602 | 138,111 CHF | 63,029 CHF | 98.65% | 98.65% |
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