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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 | 21.97% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,569 CHF | 12,642 CHF | 100.00% | 100.00% |
| 19/11/2024 | 21.80% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,949 CHF | 12,737 CHF | 99.87% | 99.87% |
| 18/11/2024 | 21.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,328 CHF | 13,082 CHF | 99.91% | 99.91% |
| 15/11/2024 | 20.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,885 CHF | 13,721 CHF | 100.00% | 100.00% |
| 14/11/2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,979 CHF | 13,745 CHF | 99.99% | 99.99% |
| 13/11/2024 | 20.68% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 43,475 CHF | 13,369 CHF | 100.00% | 100.00% |
| 12/11/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,844 | 250,000 | 44,682 CHF | 13,751 CHF | 99.69% | 99.69% |
| 11/11/2024 | 18.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 463,998 | 49,413 CHF | 27,689 CHF | 99.84% | 99.84% |
| 08/11/2024 | 19.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 999,343 | 337,108 | 46,994 CHF | 19,445 CHF | 100.00% | 100.00% |
| 07/11/2024 | 17.64% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 969,972 | 489,991 | 50,178 CHF | 30,258 CHF | 99.91% | 99.91% |
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