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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 30/12/2024 | 0.22% | 22.55 CHF | 22.60 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 450,527 CHF | 451,519 CHF | 100.00% | 100.00% |
| 27/12/2024 | 0.22% | 22.70 CHF | 22.75 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 460,337 CHF | 461,329 CHF | 100.00% | 100.00% |
| 23/12/2024 | 0.22% | 22.70 CHF | 22.75 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 449,181 CHF | 450,173 CHF | 100.00% | 100.00% |
| 20/12/2024 | 0.23% | 22.60 CHF | 22.65 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 432,787 CHF | 433,779 CHF | 99.84% | 99.84% |
| 19/12/2024 | 0.22% | 22.40 CHF | 22.45 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 447,490 CHF | 448,482 CHF | 99.96% | 99.96% |
| 18/12/2024 | 0.21% | 23.70 CHF | 23.75 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 471,488 CHF | 472,480 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.21% | 23.85 CHF | 23.90 CHF | 20,000 | 20,000 | 19,812 | 19,811 | 473,311 CHF | 474,287 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.21% | 23.75 CHF | 23.80 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 465,189 CHF | 466,181 CHF | 98.17% | 98.17% |
| 13/12/2024 | 0.22% | 23.15 CHF | 23.20 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 462,702 CHF | 463,678 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.22% | 23.10 CHF | 23.15 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 456,630 CHF | 457,622 CHF | 100.00% | 100.00% |
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