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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 | 0.21% | 13.98 CHF | 14.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 4,329,480 CHF | 1,446,160 CHF | 99.35% | 99.35% |
| 19/11/2024 | 0.22% | 14.23 CHF | 14.26 CHF | 300,000 | 100,000 | 165,177 | 85,092 | 2,303,010 CHF | 1,186,080 CHF | 98.83% | 98.83% |
| 18/11/2024 | 0.22% | 13.94 CHF | 13.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,031,390 CHF | 1,033,640 CHF | 97.57% | 97.57% |
| 15/11/2024 | 0.22% | 13.44 CHF | 13.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,045,090 CHF | 1,047,340 CHF | 99.35% | 99.35% |
| 14/11/2024 | 0.20% | 14.18 CHF | 14.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,104,210 CHF | 1,106,460 CHF | 99.35% | 99.35% |
| 13/11/2024 | 0.20% | 14.77 CHF | 14.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,125,360 CHF | 1,127,610 CHF | 94.63% | 94.63% |
| 12/11/2024 | 0.20% | 14.83 CHF | 14.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,114,480 CHF | 1,116,730 CHF | 94.29% | 94.29% |
| 11/11/2024 | 0.20% | 14.80 CHF | 14.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,098,610 CHF | 1,100,860 CHF | 98.53% | 98.53% |
| 08/11/2024 | 0.20% | 14.54 CHF | 14.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,104,500 CHF | 1,106,750 CHF | 90.81% | 90.81% |
| 07/11/2024 | 0.21% | 14.57 CHF | 14.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 1,077,410 CHF | 1,079,660 CHF | 98.64% | 98.64% |
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