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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 41.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,259 CHF | 7,315 CHF | 100.00% | 100.00% |
| 20/11/2024 | 39.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,214 CHF | 7,553 CHF | 100.00% | 100.00% |
| 19/11/2024 | 46.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,674 CHF | 6,668 CHF | 99.90% | 99.90% |
| 18/11/2024 | 42.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,749 CHF | 7,187 CHF | 99.91% | 99.91% |
| 15/11/2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,068 CHF | 7,517 CHF | 100.00% | 100.00% |
| 14/11/2024 | 41.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,123 CHF | 7,281 CHF | 99.98% | 99.98% |
| 13/11/2024 | 42.54% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,731 CHF | 7,183 CHF | 100.00% | 100.00% |
| 12/11/2024 | 39.19% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,969 | 250,000 | 20,465 CHF | 7,651 CHF | 99.66% | 99.66% |
| 11/11/2024 | 29.52% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,003 CHF | 9,751 CHF | 99.91% | 99.91% |
| 08/11/2024 | 28.95% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,687 CHF | 9,922 CHF | 100.00% | 100.00% |
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