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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 | 0.04% | 28.04 CHF | 28.05 CHF | 250,000 | 250,000 | 143,611 | 143,611 | 4,039,240 CHF | 4,040,670 CHF | 99.78% | 99.78% |
| 18/12/2024 | 0.03% | 29.46 CHF | 29.47 CHF | 125,000 | 125,000 | 124,905 | 124,905 | 3,681,630 CHF | 3,682,880 CHF | 99.57% | 99.57% |
| 17/12/2024 | 0.03% | 29.47 CHF | 29.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,687,510 CHF | 3,688,760 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.03% | 29.59 CHF | 29.60 CHF | 125,000 | 125,000 | 124,871 | 124,871 | 3,680,690 CHF | 3,681,940 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.03% | 29.28 CHF | 29.29 CHF | 125,000 | 125,000 | 124,840 | 124,840 | 3,690,870 CHF | 3,692,120 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.03% | 29.48 CHF | 29.49 CHF | 125,000 | 125,000 | 124,850 | 124,850 | 3,671,690 CHF | 3,672,940 CHF | 99.98% | 99.98% |
| 11/12/2024 | 0.03% | 29.34 CHF | 29.35 CHF | 125,000 | 125,000 | 124,608 | 124,608 | 3,625,060 CHF | 3,626,310 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.03% | 29.09 CHF | 29.10 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,628,930 CHF | 3,630,180 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.03% | 28.93 CHF | 28.94 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,654,640 CHF | 3,655,890 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.03% | 29.24 CHF | 29.25 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,643,800 CHF | 3,645,050 CHF | 99.96% | 99.96% |
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