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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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
| 19/11/2024 | 46.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,576 CHF | 6,644 CHF | 99.89% | 99.89% |
| 18/11/2024 | 39.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,079 CHF | 7,520 CHF | 99.91% | 99.91% |
| 15/11/2024 | 33.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,698 CHF | 8,675 CHF | 100.00% | 100.00% |
| 14/11/2024 | 31.11% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,335 CHF | 9,334 CHF | 100.00% | 100.00% |
| 13/11/2024 | 33.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,898 CHF | 8,724 CHF | 100.00% | 100.00% |
| 12/11/2024 | 28.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,576 CHF | 9,894 CHF | 99.72% | 99.72% |
| 11/11/2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,361 CHF | 12,340 CHF | 99.89% | 99.89% |
| 08/11/2024 | 21.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,556 | 271,154 | 40,976 CHF | 14,066 CHF | 100.00% | 100.00% |
| 07/11/2024 | 15.47% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 836,030 | 400,670 | 49,989 CHF | 28,341 CHF | 99.88% | 99.88% |
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