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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 | 0.61% | 1.60 CHF | 1.61 CHF | 57,000 | 57,000 | 54,579 | 54,579 | 89,154 CHF | 89,701 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 56,000 | 56,000 | 53,594 | 53,594 | 92,382 CHF | 92,918 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 93,322 CHF | 93,857 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 55,000 | 55,000 | 53,050 | 53,050 | 96,482 CHF | 97,014 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 54,000 | 54,000 | 52,325 | 52,325 | 99,801 CHF | 100,325 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.49% | 1.95 CHF | 1.96 CHF | 53,000 | 53,000 | 51,056 | 51,056 | 104,032 CHF | 104,544 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 52,000 | 52,000 | 51,122 | 51,122 | 104,079 CHF | 104,592 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 104,871 CHF | 105,381 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 52,000 | 52,000 | 50,816 | 50,816 | 105,891 CHF | 106,399 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 100,496 CHF | 101,022 CHF | 100.00% | 100.00% |
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