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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 | 0.87% | 1.15 CHF | 1.16 CHF | 305,000 | 305,000 | 302,582 | 302,582 | 346,978 CHF | 350,010 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 305,000 | 305,000 | 303,659 | 303,659 | 354,871 CHF | 357,909 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 310,000 | 310,000 | 305,996 | 305,996 | 364,047 CHF | 367,107 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 310,000 | 310,000 | 307,586 | 307,586 | 365,558 CHF | 368,636 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 300,000 | 300,000 | 299,354 | 299,354 | 343,161 CHF | 346,157 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 310,000 | 310,000 | 308,518 | 308,518 | 363,617 CHF | 366,705 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 315,000 | 315,000 | 311,072 | 311,072 | 366,994 CHF | 370,110 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 315,000 | 315,000 | 313,843 | 313,843 | 373,600 CHF | 376,738 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 388,313 CHF | 391,500 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 325,000 | 325,000 | 322,507 | 322,507 | 398,336 CHF | 401,561 CHF | 100.00% | 100.00% |
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