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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 | 0.69% | 1.45 CHF | 1.46 CHF | 114,000 | 114,000 | 109,157 | 109,157 | 157,797 CHF | 158,891 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 112,000 | 112,000 | 107,234 | 107,234 | 151,066 CHF | 152,138 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 150,637 CHF | 151,708 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 110,000 | 110,000 | 106,147 | 106,147 | 143,492 CHF | 144,554 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 108,000 | 108,000 | 104,698 | 104,698 | 137,089 CHF | 138,137 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 106,000 | 106,000 | 102,160 | 102,160 | 127,460 CHF | 128,482 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 104,000 | 104,000 | 102,358 | 102,358 | 126,980 CHF | 128,006 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 104,000 | 104,000 | 102,042 | 102,042 | 124,869 CHF | 125,889 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 104,000 | 104,000 | 101,634 | 101,634 | 123,020 CHF | 124,037 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 110,000 | 110,000 | 105,295 | 105,295 | 136,214 CHF | 137,267 CHF | 100.00% | 100.00% |
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