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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 | 0.19% | 5.23 CHF | 5.24 CHF | 76,000 | 76,000 | 75,447 | 75,447 | 396,290 CHF | 397,044 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 72,000 | 72,000 | 71,947 | 71,947 | 397,135 CHF | 397,855 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 402,489 CHF | 403,209 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 72,000 | 72,000 | 71,057 | 71,057 | 401,366 CHF | 402,077 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 72,000 | 72,000 | 68,732 | 68,732 | 390,215 CHF | 390,903 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 68,000 | 68,000 | 70,659 | 70,659 | 399,962 CHF | 400,670 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 72,000 | 72,000 | 71,782 | 71,782 | 403,074 CHF | 403,794 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 72,000 | 72,000 | 71,875 | 71,875 | 402,827 CHF | 403,546 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.17% | 5.70 CHF | 5.71 CHF | 68,000 | 68,000 | 68,000 | 68,000 | 391,783 CHF | 392,463 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.17% | 5.74 CHF | 5.75 CHF | 68,000 | 68,000 | 68,000 | 68,000 | 393,024 CHF | 393,704 CHF | 100.00% | 100.00% |
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