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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/11/2024 | 99.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,046 CHF | 3,761 CHF | 100.00% | 100.00% |
| 27/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 26/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,367 | 250,000 | 9,924 CHF | 5,000 CHF | 99.29% | 99.29% |
| 25/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.16% | 99.16% |
| 22/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 20/11/2024 | 65.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,360 CHF | 5,090 CHF | 99.83% | 99.83% |
| 19/11/2024 | 59.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,155 CHF | 5,539 CHF | 99.84% | 99.84% |
| 18/11/2024 | 66.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,038 CHF | 5,010 CHF | 100.00% | 100.00% |
| 15/11/2024 | 66.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,180 CHF | 5,045 CHF | 100.00% | 100.00% |
| 14/11/2024 | 61.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,696 CHF | 5,424 CHF | 100.00% | 100.00% |
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