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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 | 2.02% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 119,697 | 119,697 | 58,491 CHF | 59,688 CHF | 94.59% | 94.59% |
| 18/12/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,685 CHF | 55,685 CHF | 96.36% | 96.36% |
| 17/12/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,719 CHF | 59,719 CHF | 98.33% | 98.33% |
| 16/12/2024 | 1.34% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 79,501 | 79,499 | 58,645 CHF | 59,438 CHF | 99.27% | 99.27% |
| 13/12/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,358 CHF | 59,108 CHF | 98.69% | 98.69% |
| 12/12/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,551 CHF | 62,301 CHF | 98.32% | 98.32% |
| 11/12/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,357 CHF | 62,107 CHF | 98.66% | 98.66% |
| 10/12/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,543 CHF | 64,293 CHF | 99.04% | 99.04% |
| 09/12/2024 | 1.09% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,197 CHF | 68,947 CHF | 99.47% | 99.47% |
| 06/12/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,668 CHF | 65,418 CHF | 99.36% | 99.36% |
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