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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 | 1.87% | 5.16 CHF | 5.26 CHF | 10,000 | 5,000 | 10,293 | 5,000 | 54,125 CHF | 26,831 CHF | 96.85% | 96.85% |
| 18/12/2024 | 1.56% | 6.59 CHF | 6.70 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 67,939 CHF | 34,504 CHF | 99.46% | 99.46% |
| 17/12/2024 | 1.54% | 7.06 CHF | 7.17 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 72,187 CHF | 36,653 CHF | 99.58% | 99.58% |
| 16/12/2024 | 1.50% | 7.40 CHF | 7.51 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 75,937 CHF | 38,540 CHF | 100.00% | 100.00% |
| 13/12/2024 | 1.51% | 7.57 CHF | 7.68 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 77,962 CHF | 39,575 CHF | 100.00% | 100.00% |
| 12/12/2024 | 1.55% | 7.78 CHF | 7.89 CHF | 10,000 | 5,000 | 10,000 | 4,829 | 76,948 CHF | 37,709 CHF | 97.51% | 97.51% |
| 11/12/2024 | 1.43% | 7.40 CHF | 7.51 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 74,200 CHF | 37,635 CHF | 99.03% | 99.03% |
| 10/12/2024 | 1.66% | 7.19 CHF | 7.32 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 73,882 CHF | 37,558 CHF | 100.00% | 100.00% |
| 09/12/2024 | 1.48% | 8.05 CHF | 8.18 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 84,422 CHF | 42,839 CHF | 100.00% | 100.00% |
| 06/12/2024 | 1.49% | 8.30 CHF | 8.43 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 85,835 CHF | 43,562 CHF | 99.40% | 99.40% |
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