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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 | 0.18% | 5.32 CHF | 5.33 CHF | 630,000 | 630,000 | 591,562 | 591,562 | 3,204,450 CHF | 3,210,370 CHF | 98.76% | 98.76% |
| 18/12/2024 | 0.17% | 5.74 CHF | 5.75 CHF | 630,000 | 630,000 | 630,000 | 630,000 | 3,657,120 CHF | 3,663,420 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 630,000 | 630,000 | 630,000 | 630,000 | 3,685,800 CHF | 3,692,100 CHF | 99.37% | 99.37% |
| 16/12/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 630,000 | 630,000 | 630,000 | 630,000 | 3,715,970 CHF | 3,722,270 CHF | 99.42% | 99.42% |
| 13/12/2024 | 0.16% | 5.95 CHF | 5.96 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 3,770,010 CHF | 3,776,210 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 620,000 | 620,000 | 618,749 | 618,749 | 3,697,080 CHF | 3,703,280 CHF | 98.68% | 98.68% |
| 11/12/2024 | 0.18% | 5.95 CHF | 5.96 CHF | 630,000 | 630,000 | 624,310 | 624,310 | 3,663,660 CHF | 3,669,930 CHF | 99.55% | 99.55% |
| 10/12/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 3,644,110 CHF | 3,650,310 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 620,000 | 620,000 | 620,000 | 620,000 | 3,669,890 CHF | 3,676,090 CHF | 97.80% | 97.80% |
| 06/12/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 620,000 | 620,000 | 619,795 | 619,795 | 3,689,750 CHF | 3,695,950 CHF | 98.93% | 98.93% |
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