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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 | 0.26% | 19.45 CHF | 19.50 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 483,331 CHF | 484,570 CHF | 99.78% | 99.78% |
| 18/12/2024 | 0.25% | 20.40 CHF | 20.45 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 505,183 CHF | 506,377 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.25% | 20.35 CHF | 20.40 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 506,470 CHF | 507,660 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.24% | 20.65 CHF | 20.70 CHF | 25,000 | 25,000 | 24,764 | 24,762 | 511,516 CHF | 512,710 CHF | 99.13% | 99.13% |
| 13/12/2024 | 0.24% | 20.70 CHF | 20.75 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 514,795 CHF | 515,998 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.24% | 20.80 CHF | 20.85 CHF | 25,000 | 25,000 | 24,766 | 24,763 | 513,852 CHF | 515,031 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.24% | 20.80 CHF | 20.85 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 515,098 CHF | 516,288 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.24% | 20.95 CHF | 21.00 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 516,034 CHF | 517,221 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 520,848 CHF | 522,087 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.24% | 21.10 CHF | 21.15 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 523,370 CHF | 524,610 CHF | 100.00% | 100.00% |
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