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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 19/12/2024 | 0.22% | 22.55 CHF | 22.60 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 450,093 CHF | 451,084 CHF | 99.97% | 99.97% |
| 18/12/2024 | 0.21% | 23.85 CHF | 23.90 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 474,126 CHF | 475,089 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.21% | 23.95 CHF | 24.00 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 475,939 CHF | 476,921 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.21% | 23.90 CHF | 23.95 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 467,846 CHF | 468,838 CHF | 98.17% | 98.17% |
| 13/12/2024 | 0.21% | 23.25 CHF | 23.30 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 465,349 CHF | 466,329 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.22% | 23.20 CHF | 23.25 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 459,221 CHF | 460,186 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.22% | 23.15 CHF | 23.20 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 450,105 CHF | 451,097 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.22% | 22.65 CHF | 22.70 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 448,136 CHF | 449,096 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.22% | 22.45 CHF | 22.50 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 451,412 CHF | 452,404 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.22% | 22.70 CHF | 22.75 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 446,623 CHF | 447,614 CHF | 100.00% | 100.00% |
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