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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 | 0.12% | 8.13 CHF | 8.14 CHF | 510,000 | 510,000 | 478,889 | 478,889 | 3,961,690 CHF | 3,966,480 CHF | 98.76% | 98.76% |
| 18/12/2024 | 0.11% | 8.72 CHF | 8.73 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,486,150 CHF | 4,491,250 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.11% | 8.75 CHF | 8.76 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,518,920 CHF | 4,524,020 CHF | 99.37% | 99.37% |
| 16/12/2024 | 0.11% | 8.87 CHF | 8.88 CHF | 510,000 | 510,000 | 509,999 | 509,999 | 4,537,990 CHF | 4,543,090 CHF | 99.42% | 99.42% |
| 13/12/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,661,850 CHF | 4,666,950 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.11% | 9.00 CHF | 9.01 CHF | 510,000 | 510,000 | 508,970 | 508,970 | 4,580,710 CHF | 4,585,800 CHF | 98.22% | 98.22% |
| 11/12/2024 | 0.12% | 8.95 CHF | 8.96 CHF | 510,000 | 510,000 | 505,394 | 505,394 | 4,466,490 CHF | 4,471,570 CHF | 99.55% | 99.55% |
| 10/12/2024 | 0.11% | 8.83 CHF | 8.84 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,509,520 CHF | 4,514,620 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.11% | 8.83 CHF | 8.84 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,546,950 CHF | 4,552,050 CHF | 97.80% | 97.80% |
| 06/12/2024 | 0.11% | 8.90 CHF | 8.91 CHF | 510,000 | 510,000 | 509,826 | 509,826 | 4,565,630 CHF | 4,570,730 CHF | 98.93% | 98.93% |
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