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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 | 0.13% | 7.86 CHF | 7.87 CHF | 69,000 | 69,000 | 68,351 | 68,351 | 542,926 CHF | 543,610 CHF | 99.69% | 99.69% |
| 18/12/2024 | 0.12% | 8.58 CHF | 8.59 CHF | 66,000 | 66,000 | 65,380 | 65,380 | 566,463 CHF | 567,117 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.12% | 8.85 CHF | 8.86 CHF | 66,000 | 66,000 | 66,240 | 66,240 | 578,949 CHF | 579,612 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.12% | 8.73 CHF | 8.74 CHF | 67,000 | 67,000 | 66,364 | 66,364 | 574,575 CHF | 575,239 CHF | 98.89% | 98.89% |
| 13/12/2024 | 0.11% | 8.71 CHF | 8.72 CHF | 66,000 | 66,000 | 65,380 | 65,380 | 575,616 CHF | 576,271 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.11% | 8.82 CHF | 8.83 CHF | 66,000 | 66,000 | 65,381 | 65,381 | 575,573 CHF | 576,227 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.12% | 8.70 CHF | 8.71 CHF | 67,000 | 67,000 | 66,371 | 66,371 | 575,248 CHF | 575,912 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.12% | 8.67 CHF | 8.68 CHF | 65,000 | 65,000 | 63,783 | 63,783 | 559,662 CHF | 560,300 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.11% | 8.94 CHF | 8.95 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 569,570 CHF | 570,205 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 64,000 | 64,000 | 63,304 | 63,304 | 571,132 CHF | 571,766 CHF | 100.00% | 100.00% |
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