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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 | 2.74% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 142,855 | 75,000 | 51,406 CHF | 27,758 CHF | 96.85% | 96.85% |
| 18/12/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 111,425 | 75,000 | 51,797 CHF | 35,628 CHF | 99.46% | 99.46% |
| 17/12/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 104,296 | 75,000 | 51,607 CHF | 37,892 CHF | 99.58% | 99.58% |
| 16/12/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,088 CHF | 39,816 CHF | 100.00% | 100.00% |
| 13/12/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 53,494 CHF | 40,871 CHF | 100.00% | 100.00% |
| 12/12/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,000 | 71,460 | 52,766 CHF | 38,412 CHF | 97.51% | 97.51% |
| 11/12/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 100,361 | 75,000 | 51,006 CHF | 38,872 CHF | 99.03% | 99.03% |
| 10/12/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 100,827 | 75,000 | 51,076 CHF | 38,753 CHF | 100.00% | 100.00% |
| 09/12/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 90,401 | 75,000 | 52,430 CHF | 44,257 CHF | 100.00% | 100.00% |
| 06/12/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,992 CHF | 44,910 CHF | 99.40% | 99.40% |
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