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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% | 98.26 % | 98.96 % | 250,000 | 250,000 | 250,000 | 249,957 | 245,955 CHF | 247,663 CHF | 99.81% | 99.81% |
| 18/12/2024 | 0.70% | 99.24 % | 99.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,731 CHF | 249,481 CHF | 96.58% | 96.58% |
| 17/12/2024 | 0.70% | 99.14 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,457 CHF | 250,207 CHF | 98.49% | 98.49% |
| 16/12/2024 | 0.70% | 99.23 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,284 CHF | 250,034 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.70% | 99.40 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,706 CHF | 250,456 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.70% | 99.53 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,719 CHF | 250,469 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.70% | 99.47 % | 100.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,479 CHF | 250,229 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.70% | 99.42 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,505 CHF | 250,255 CHF | 98.26% | 98.26% |
| 09/12/2024 | 0.70% | 99.64 % | 100.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,279 CHF | 251,029 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.70% | 99.72 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,117 CHF | 250,867 CHF | 100.00% | 100.00% |
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