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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 | 0.62% | 1.63 CHF | 1.64 CHF | 57,000 | 57,000 | 54,579 | 54,579 | 88,001 CHF | 88,548 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 56,000 | 56,000 | 53,611 | 53,611 | 82,257 CHF | 82,793 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 81,747 CHF | 82,282 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 55,000 | 55,000 | 53,066 | 53,066 | 75,753 CHF | 76,284 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 54,000 | 54,000 | 52,342 | 52,342 | 70,295 CHF | 70,819 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 53,000 | 53,000 | 51,073 | 51,073 | 62,210 CHF | 62,721 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 52,000 | 52,000 | 51,159 | 51,159 | 61,862 CHF | 62,375 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 60,191 CHF | 60,702 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 58,642 CHF | 59,151 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 69,500 CHF | 70,027 CHF | 100.00% | 100.00% |
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