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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 | 0.71% | 97.53 % | 98.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,048 CHF | 246,798 CHF | 99.80% | 99.80% |
| 18/12/2024 | 0.71% | 98.56 % | 99.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,456 CHF | 248,206 CHF | 96.58% | 96.58% |
| 17/12/2024 | 0.71% | 98.61 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,569 CHF | 248,319 CHF | 98.48% | 98.48% |
| 16/12/2024 | 0.71% | 98.69 % | 99.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,566 CHF | 248,316 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.71% | 98.64 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,775 CHF | 248,525 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.71% | 98.58 % | 99.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,548 CHF | 248,298 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.71% | 98.57 % | 99.27 % | 250,000 | 250,000 | 250,000 | 249,957 | 246,059 CHF | 247,766 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.71% | 98.40 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,163 CHF | 247,913 CHF | 98.26% | 98.26% |
| 09/12/2024 | 0.71% | 98.47 % | 99.17 % | 250,000 | 250,000 | 250,000 | 249,935 | 246,385 CHF | 248,071 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.71% | 98.51 % | 99.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,197 CHF | 247,947 CHF | 100.00% | 100.00% |
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