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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 | 1.17% | 0.83 CHF | 0.84 CHF | 57,000 | 57,000 | 54,578 | 54,578 | 46,551 CHF | 47,098 CHF | 100.00% | 100.00% |
| 18/12/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 56,000 | 56,000 | 53,618 | 53,618 | 50,472 CHF | 51,008 CHF | 100.00% | 100.00% |
| 17/12/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 51,290 CHF | 51,826 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 55,000 | 55,000 | 53,078 | 53,078 | 55,173 CHF | 55,704 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.88% | 1.08 CHF | 1.09 CHF | 54,000 | 54,000 | 52,354 | 52,354 | 59,131 CHF | 59,655 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.79% | 1.17 CHF | 1.18 CHF | 53,000 | 53,000 | 51,081 | 51,081 | 64,307 CHF | 64,818 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 52,000 | 52,000 | 51,184 | 51,184 | 64,419 CHF | 64,931 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 52,000 | 52,000 | 51,020 | 51,020 | 65,420 CHF | 65,931 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 66,573 CHF | 67,081 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.87% | 1.09 CHF | 1.10 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 59,936 CHF | 60,463 CHF | 100.00% | 100.00% |
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