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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 27/12/2024 | 0.83% | 95.48 % | 96.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,714 CHF | 240,714 CHF | 98.80% | 98.80% |
| 23/12/2024 | 0.83% | 95.49 % | 96.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,700 CHF | 240,700 CHF | 100.00% | 100.00% |
| 20/12/2024 | 0.83% | 95.45 % | 96.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,587 CHF | 240,587 CHF | 100.00% | 100.00% |
| 19/12/2024 | 0.83% | 95.43 % | 96.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,542 CHF | 240,542 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.83% | 95.41 % | 96.21 % | 250,000 | 148,000 | 250,000 | 155,907 | 238,525 CHF | 149,998 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.83% | 95.45 % | 96.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,663 CHF | 240,663 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.83% | 95.47 % | 96.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,647 CHF | 240,647 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.84% | 95.38 % | 96.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,370 CHF | 240,370 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.84% | 95.35 % | 96.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,290 CHF | 240,290 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.84% | 95.20 % | 96.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,058 CHF | 240,058 CHF | 100.00% | 100.00% |
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