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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 | 0.60% | 1.68 CHF | 1.69 CHF | 305,000 | 305,000 | 302,582 | 302,582 | 505,358 CHF | 508,389 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 305,000 | 305,000 | 303,658 | 303,658 | 514,505 CHF | 517,542 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 310,000 | 310,000 | 306,002 | 306,002 | 525,217 CHF | 528,277 CHF | 98.11% | 98.11% |
| 16/12/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 310,000 | 310,000 | 307,585 | 307,585 | 526,891 CHF | 529,968 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 300,000 | 299,355 | 299,355 | 500,696 CHF | 503,692 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 310,000 | 310,000 | 308,516 | 308,516 | 524,624 CHF | 527,711 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 315,000 | 315,000 | 311,062 | 311,062 | 528,814 CHF | 531,930 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 315,000 | 315,000 | 313,843 | 313,843 | 536,684 CHF | 539,822 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 554,370 CHF | 557,557 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 325,000 | 325,000 | 322,508 | 322,508 | 566,328 CHF | 569,553 CHF | 100.00% | 100.00% |
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