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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/12/2024 | 0.85% | 94.46 % | 95.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,955 CHF | 236,955 CHF | 99.97% | 99.97% |
| 19/12/2024 | 0.84% | 93.29 % | 94.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,822 CHF | 239,822 CHF | 99.86% | 99.86% |
| 18/12/2024 | 0.81% | 96.44 % | 97.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,684 CHF | 246,684 CHF | 99.99% | 99.99% |
| 17/12/2024 | 0.81% | 98.77 % | 99.57 % | 200,000 | 250,000 | 209,431 | 250,000 | 205,710 CHF | 247,562 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.82% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,507 CHF | 245,507 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.82% | 96.62 % | 97.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,543 CHF | 243,543 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.83% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,988 CHF | 242,988 CHF | 99.99% | 99.99% |
| 11/12/2024 | 0.83% | 96.34 % | 97.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,896 CHF | 242,896 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.83% | 95.62 % | 96.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,790 CHF | 241,790 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.84% | 96.98 % | 97.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,757 CHF | 239,757 CHF | 100.00% | 100.00% |
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