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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 | 0.26% | 3.75 CHF | 3.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,889,670 CHF | 1,894,670 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 500,000 | 500,000 | 499,597 | 499,597 | 1,899,390 CHF | 1,904,390 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,883,030 CHF | 1,888,030 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 500,000 | 500,000 | 499,466 | 499,466 | 1,909,830 CHF | 1,914,830 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 500,000 | 500,000 | 499,343 | 499,343 | 1,906,390 CHF | 1,911,390 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 500,000 | 500,000 | 499,380 | 499,380 | 1,873,640 CHF | 1,878,640 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 500,000 | 500,000 | 498,405 | 498,405 | 1,838,220 CHF | 1,843,220 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,798,480 CHF | 1,803,480 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,797,590 CHF | 1,802,590 CHF | 99.87% | 99.87% |
| 06/12/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,770,750 CHF | 1,775,750 CHF | 100.00% | 100.00% |
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