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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 | 0.81% | 1.20 CHF | 1.21 CHF | 57,000 | 57,000 | 54,579 | 54,579 | 67,068 CHF | 67,615 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 56,000 | 56,000 | 53,615 | 53,615 | 70,692 CHF | 71,228 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 71,515 CHF | 72,051 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 55,000 | 55,000 | 53,071 | 53,071 | 75,074 CHF | 75,605 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.66% | 1.45 CHF | 1.46 CHF | 54,000 | 54,000 | 52,347 | 52,347 | 78,674 CHF | 79,198 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.61% | 1.55 CHF | 1.56 CHF | 53,000 | 53,000 | 51,078 | 51,078 | 83,417 CHF | 83,928 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 52,000 | 52,000 | 51,171 | 51,171 | 83,508 CHF | 84,020 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 84,376 CHF | 84,886 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 85,468 CHF | 85,976 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.66% | 1.46 CHF | 1.47 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 79,446 CHF | 79,972 CHF | 100.00% | 100.00% |
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