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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 | 0.99% | 1.01 CHF | 1.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 150,113 CHF | 151,613 CHF | 100.00% | 100.00% |
| 18/12/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 144,922 CHF | 146,422 CHF | 98.70% | 98.70% |
| 17/12/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 144,749 CHF | 146,249 CHF | 100.00% | 100.00% |
| 16/12/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 145,051 CHF | 146,551 CHF | 100.00% | 100.00% |
| 13/12/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 142,684 CHF | 144,184 CHF | 100.00% | 100.00% |
| 12/12/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 142,111 CHF | 143,611 CHF | 98.09% | 98.09% |
| 11/12/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 142,805 CHF | 144,305 CHF | 99.74% | 99.74% |
| 10/12/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 144,099 CHF | 145,599 CHF | 100.00% | 100.00% |
| 09/12/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 143,720 CHF | 145,220 CHF | 100.00% | 100.00% |
| 06/12/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 144,636 CHF | 146,136 CHF | 100.00% | 100.00% |
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