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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 | 0.70% | 1.44 CHF | 1.45 CHF | 305,000 | 305,000 | 302,582 | 302,582 | 433,138 CHF | 436,169 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 305,000 | 305,000 | 303,658 | 303,658 | 441,442 CHF | 444,479 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 310,000 | 310,000 | 306,001 | 306,001 | 451,354 CHF | 454,414 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 310,000 | 310,000 | 307,584 | 307,584 | 452,847 CHF | 455,924 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 300,000 | 300,000 | 299,347 | 299,347 | 428,716 CHF | 431,712 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 310,000 | 310,000 | 308,514 | 308,514 | 450,708 CHF | 453,796 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 315,000 | 315,000 | 311,058 | 311,058 | 454,516 CHF | 457,632 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 315,000 | 315,000 | 313,844 | 313,844 | 461,857 CHF | 464,996 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 478,087 CHF | 481,274 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 325,000 | 325,000 | 322,508 | 322,508 | 489,096 CHF | 492,321 CHF | 100.00% | 100.00% |
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