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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 | 0.21% | 23.55 CHF | 23.60 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 469,764 CHF | 470,756 CHF | 99.96% | 99.96% |
| 18/12/2024 | 0.20% | 24.85 CHF | 24.90 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 493,763 CHF | 494,727 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.20% | 24.95 CHF | 25.00 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 495,641 CHF | 496,621 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.21% | 24.85 CHF | 24.90 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 487,440 CHF | 488,431 CHF | 99.12% | 99.12% |
| 13/12/2024 | 0.21% | 24.25 CHF | 24.30 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 484,947 CHF | 485,926 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.21% | 24.20 CHF | 24.25 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 478,665 CHF | 479,657 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.21% | 24.10 CHF | 24.15 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 469,389 CHF | 470,381 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.21% | 23.65 CHF | 23.70 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 467,477 CHF | 468,461 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.21% | 23.45 CHF | 23.50 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 470,552 CHF | 471,543 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.21% | 23.65 CHF | 23.70 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 465,877 CHF | 466,869 CHF | 100.00% | 100.00% |
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