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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 | 0.72% | 96.06 % | 96.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,815 CHF | 145,865 CHF | 99.80% | 99.80% |
| 18/12/2024 | 0.72% | 97.33 % | 98.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,984 CHF | 147,034 CHF | 96.58% | 96.58% |
| 17/12/2024 | 0.72% | 97.29 % | 97.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,887 CHF | 146,937 CHF | 98.48% | 98.48% |
| 16/12/2024 | 0.72% | 97.29 % | 97.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,873 CHF | 146,923 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.72% | 97.20 % | 97.90 % | 150,000 | 150,000 | 150,000 | 149,968 | 146,057 CHF | 147,076 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.72% | 97.28 % | 97.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,975 CHF | 147,025 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.72% | 97.26 % | 97.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,679 CHF | 146,729 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.72% | 97.12 % | 97.82 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,832 CHF | 146,882 CHF | 98.27% | 98.27% |
| 09/12/2024 | 0.72% | 97.29 % | 97.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,067 CHF | 147,117 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.72% | 97.30 % | 98.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,836 CHF | 146,886 CHF | 100.00% | 100.00% |
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