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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 | 0.07% | 15.10 CHF | 15.11 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,818,440 CHF | 6,822,940 CHF | 99.91% | 99.91% |
| 18/12/2024 | 0.06% | 16.05 CHF | 16.06 CHF | 225,000 | 225,000 | 224,833 | 224,833 | 3,604,480 CHF | 3,606,730 CHF | 99.64% | 99.64% |
| 17/12/2024 | 0.06% | 16.01 CHF | 16.02 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,615,000 CHF | 3,617,250 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.06% | 16.29 CHF | 16.30 CHF | 225,000 | 225,000 | 224,767 | 224,767 | 3,664,850 CHF | 3,667,100 CHF | 98.92% | 98.92% |
| 13/12/2024 | 0.06% | 16.35 CHF | 16.36 CHF | 225,000 | 225,000 | 224,606 | 224,606 | 3,688,960 CHF | 3,691,210 CHF | 98.54% | 98.54% |
| 12/12/2024 | 0.06% | 16.48 CHF | 16.49 CHF | 225,000 | 225,000 | 224,732 | 224,732 | 3,690,420 CHF | 3,692,670 CHF | 99.99% | 99.99% |
| 11/12/2024 | 0.06% | 16.47 CHF | 16.48 CHF | 225,000 | 225,000 | 224,292 | 224,292 | 3,697,590 CHF | 3,699,840 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.06% | 16.62 CHF | 16.63 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,722,050 CHF | 3,724,300 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.06% | 16.60 CHF | 16.61 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,770,240 CHF | 3,772,490 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.06% | 16.83 CHF | 16.84 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,792,800 CHF | 3,795,060 CHF | 100.00% | 100.00% |
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