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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 | 11.90% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 79,000 CHF | 89,000 CHF | 100.00% | 100.00% |
| 19/11/2024 | 11.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 999,342 | 999,342 | 80,947 CHF | 90,940 CHF | 100.00% | 100.00% |
| 18/11/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 79,000 CHF | 89,000 CHF | 100.00% | 100.00% |
| 15/11/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 79,000 CHF | 89,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 998,268 | 998,268 | 82,856 CHF | 92,839 CHF | 100.00% | 100.00% |
| 13/11/2024 | 11.36% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 999,125 | 999,125 | 82,927 CHF | 92,919 CHF | 100.00% | 100.00% |
| 12/11/2024 | 12.91% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 999,634 | 999,634 | 72,486 CHF | 82,482 CHF | 100.00% | 100.00% |
| 11/11/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 75,000 CHF | 85,000 CHF | 100.00% | 100.00% |
| 08/11/2024 | 13.51% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 999,721 | 999,721 | 68,981 CHF | 78,978 CHF | 100.00% | 100.00% |
| 07/11/2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 998,884 | 998,884 | 74,916 CHF | 84,905 CHF | 100.00% | 100.00% |
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