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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/12/2024 | 0.09% | 10.80 CHF | 10.81 CHF | 300,000 | 300,000 | 299,947 | 299,947 | 3,217,060 CHF | 3,220,060 CHF | 100.00% | 100.00% |
| 23/12/2024 | 0.09% | 10.57 CHF | 10.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,161,550 CHF | 3,164,550 CHF | 100.00% | 100.00% |
| 20/12/2024 | 0.10% | 10.40 CHF | 10.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,070,100 CHF | 3,073,100 CHF | 100.00% | 100.00% |
| 19/12/2024 | 0.10% | 10.42 CHF | 10.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,152,690 CHF | 3,155,690 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.09% | 10.92 CHF | 10.93 CHF | 300,000 | 300,000 | 299,772 | 299,772 | 3,290,330 CHF | 3,293,330 CHF | 99.68% | 99.68% |
| 17/12/2024 | 0.09% | 11.10 CHF | 11.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,309,140 CHF | 3,312,140 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.09% | 11.02 CHF | 11.03 CHF | 300,000 | 300,000 | 299,702 | 299,702 | 3,288,860 CHF | 3,291,860 CHF | 99.99% | 99.99% |
| 13/12/2024 | 0.09% | 11.01 CHF | 11.02 CHF | 300,000 | 300,000 | 299,637 | 299,637 | 3,316,660 CHF | 3,319,660 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.09% | 11.07 CHF | 11.08 CHF | 300,000 | 300,000 | 299,642 | 299,642 | 3,317,220 CHF | 3,320,220 CHF | 99.60% | 99.60% |
| 11/12/2024 | 0.09% | 11.01 CHF | 11.02 CHF | 300,000 | 300,000 | 299,076 | 299,076 | 3,285,180 CHF | 3,288,180 CHF | 100.00% | 100.00% |
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