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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 | 99.73% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,067 CHF | 7,517 CHF | 100.00% | 100.00% |
| 19/11/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 7,500 CHF | 99.89% | 99.89% |
| 18/11/2024 | 94.05% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,487 CHF | 7,872 CHF | 99.85% | 99.85% |
| 15/11/2024 | 80.00% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 8,750 CHF | 100.00% | 100.00% |
| 14/11/2024 | 76.19% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,428 CHF | 9,107 CHF | 100.00% | 100.00% |
| 13/11/2024 | 80.00% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 8,750 CHF | 100.00% | 100.00% |
| 12/11/2024 | 80.00% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 8,750 CHF | 99.71% | 99.71% |
| 11/11/2024 | 78.22% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,669 CHF | 8,917 CHF | 99.88% | 99.88% |
| 08/11/2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 10,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 67.46% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,704 CHF | 9,926 CHF | 99.87% | 99.87% |
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