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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 | 0.75% | 1.33 CHF | 1.34 CHF | 114,000 | 114,000 | 109,157 | 109,157 | 144,703 CHF | 145,797 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 112,000 | 112,000 | 107,234 | 107,234 | 138,175 CHF | 139,248 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 137,730 CHF | 138,801 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 110,000 | 110,000 | 106,153 | 106,153 | 130,781 CHF | 131,843 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 108,000 | 108,000 | 104,704 | 104,704 | 124,569 CHF | 125,617 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.89% | 1.17 CHF | 1.18 CHF | 106,000 | 106,000 | 102,159 | 102,159 | 115,219 CHF | 116,241 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 104,000 | 104,000 | 102,358 | 102,358 | 114,743 CHF | 115,769 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 104,000 | 104,000 | 102,042 | 102,042 | 112,703 CHF | 113,723 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 104,000 | 104,000 | 101,634 | 101,634 | 110,922 CHF | 111,939 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 110,000 | 110,000 | 105,294 | 105,294 | 123,684 CHF | 124,737 CHF | 100.00% | 100.00% |
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