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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 | 0.23% | 4.19 CHF | 4.20 CHF | 690,000 | 690,000 | 647,911 | 647,911 | 2,765,890 CHF | 2,772,370 CHF | 98.76% | 98.76% |
| 18/12/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 690,000 | 690,000 | 690,000 | 690,000 | 3,191,720 CHF | 3,198,620 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.21% | 4.59 CHF | 4.60 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 3,173,510 CHF | 3,180,310 CHF | 99.37% | 99.37% |
| 16/12/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 680,000 | 680,000 | 679,999 | 679,999 | 3,206,990 CHF | 3,213,790 CHF | 99.42% | 99.42% |
| 13/12/2024 | 0.20% | 4.77 CHF | 4.78 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 3,274,550 CHF | 3,281,250 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 670,000 | 670,000 | 668,659 | 668,659 | 3,204,930 CHF | 3,211,620 CHF | 98.68% | 98.68% |
| 11/12/2024 | 0.22% | 4.77 CHF | 4.78 CHF | 680,000 | 680,000 | 673,861 | 673,861 | 3,163,700 CHF | 3,170,460 CHF | 99.55% | 99.55% |
| 10/12/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 3,201,340 CHF | 3,208,140 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 3,177,760 CHF | 3,184,460 CHF | 97.79% | 97.79% |
| 06/12/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 670,000 | 670,000 | 669,790 | 669,790 | 3,198,920 CHF | 3,205,620 CHF | 98.93% | 98.93% |
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