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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 | 4.47% | 0.23 CHF | 0.24 CHF | 1,000,000 | 1,000,000 | 938,993 | 938,993 | 205,825 CHF | 215,215 CHF | 98.76% | 98.76% |
| 18/12/2024 | 4.93% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 197,722 CHF | 207,722 CHF | 100.00% | 100.00% |
| 17/12/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 202,169 CHF | 212,169 CHF | 99.37% | 99.37% |
| 16/12/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 201,621 CHF | 211,621 CHF | 99.42% | 99.42% |
| 13/12/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 194,169 CHF | 204,169 CHF | 100.00% | 100.00% |
| 12/12/2024 | 5.04% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 997,995 | 997,995 | 194,788 CHF | 204,777 CHF | 98.68% | 98.68% |
| 11/12/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 990,972 | 990,972 | 195,406 CHF | 205,356 CHF | 99.55% | 99.55% |
| 10/12/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 191,931 CHF | 201,931 CHF | 100.00% | 100.00% |
| 09/12/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 183,537 CHF | 193,537 CHF | 97.80% | 97.80% |
| 06/12/2024 | 5.38% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 999,689 | 999,689 | 180,956 CHF | 190,956 CHF | 98.93% | 98.93% |
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