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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 | 147.61% | 0.00 CHF | 0.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 502 CHF | 2,815 CHF | 99.53% | 99.53% |
| 18/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 874,996 | 250,000 | 4,375 CHF | 3,750 CHF | 97.36% | 97.36% |
| 17/12/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
| 16/12/2024 | 104.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,727 CHF | 3,750 CHF | 100.00% | 100.00% |
| 13/12/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 100.00% | 100.00% |
| 12/12/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,377 | 250,000 | 3,970 CHF | 3,750 CHF | 97.90% | 97.90% |
| 11/12/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,080 | 250,000 | 3,980 CHF | 3,750 CHF | 99.44% | 99.44% |
| 10/12/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,062 | 250,000 | 3,968 CHF | 3,750 CHF | 100.00% | 100.00% |
| 09/12/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 100.00% | 100.00% |
| 06/12/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,810 | 250,000 | 3,975 CHF | 3,750 CHF | 99.57% | 99.57% |
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