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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 | - | 0.01 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 20/11/2024 | 41.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,956 CHF | 28,956 CHF | 100.00% | 100.00% |
| 19/11/2024 | 41.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,319 CHF | 29,319 CHF | 100.00% | 100.00% |
| 18/11/2024 | 40.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,718 CHF | 29,718 CHF | 100.00% | 100.00% |
| 15/11/2024 | 39.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,271 CHF | 30,271 CHF | 100.00% | 100.00% |
| 14/11/2024 | 37.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 21,775 CHF | 31,775 CHF | 100.00% | 100.00% |
| 13/11/2024 | 35.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 23,208 CHF | 33,208 CHF | 100.00% | 100.00% |
| 12/11/2024 | 35.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 23,544 CHF | 33,544 CHF | 100.00% | 100.00% |
| 11/11/2024 | 37.04% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 22,000 CHF | 32,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 34.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 23,920 CHF | 33,920 CHF | 100.00% | 100.00% |
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