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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% | 23.00 CHF | 23.05 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 459,204 CHF | 460,196 CHF | 99.96% | 99.96% |
| 18/12/2024 | 0.21% | 24.30 CHF | 24.35 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 483,186 CHF | 484,148 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.21% | 24.40 CHF | 24.45 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 485,035 CHF | 486,017 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.21% | 24.35 CHF | 24.40 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 476,899 CHF | 477,891 CHF | 99.12% | 99.12% |
| 13/12/2024 | 0.21% | 23.75 CHF | 23.80 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 474,398 CHF | 475,382 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.21% | 23.65 CHF | 23.70 CHF | 20,000 | 20,000 | 19,813 | 19,811 | 468,206 CHF | 469,146 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.22% | 23.60 CHF | 23.65 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 459,045 CHF | 460,037 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.22% | 23.10 CHF | 23.15 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 457,044 CHF | 458,004 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.22% | 22.90 CHF | 22.95 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 460,310 CHF | 461,302 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.22% | 23.15 CHF | 23.20 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 455,537 CHF | 456,528 CHF | 100.00% | 100.00% |
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