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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 | 1.39% | 0.69 CHF | 0.70 CHF | 57,000 | 57,000 | 54,579 | 54,579 | 39,276 CHF | 39,823 CHF | 100.00% | 100.00% |
| 18/12/2024 | 1.23% | 0.77 CHF | 0.78 CHF | 56,000 | 56,000 | 53,620 | 53,620 | 43,295 CHF | 43,832 CHF | 100.00% | 100.00% |
| 17/12/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 44,139 CHF | 44,674 CHF | 100.00% | 100.00% |
| 16/12/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 55,000 | 55,000 | 53,077 | 53,077 | 48,169 CHF | 48,700 CHF | 100.00% | 100.00% |
| 13/12/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 54,000 | 54,000 | 52,352 | 52,352 | 52,191 CHF | 52,715 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.89% | 1.04 CHF | 1.05 CHF | 53,000 | 53,000 | 51,083 | 51,083 | 57,550 CHF | 58,061 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 52,000 | 52,000 | 51,188 | 51,188 | 57,709 CHF | 58,222 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 58,722 CHF | 59,233 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 59,901 CHF | 60,409 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.99% | 0.96 CHF | 0.97 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 53,034 CHF | 53,561 CHF | 100.00% | 100.00% |
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