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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/12/2024 | 0.84% | 96.03 % | 96.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,147 CHF | 240,147 CHF | 99.96% | 99.96% |
| 19/12/2024 | 0.83% | 95.17 % | 95.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,276 CHF | 242,276 CHF | 99.62% | 99.62% |
| 18/12/2024 | 0.81% | 97.64 % | 98.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,423 CHF | 247,423 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,734 CHF | 247,734 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.80% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,680 CHF | 249,680 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.80% | 99.25 % | 100.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,778 CHF | 251,780 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.80% | 100.29 % | 101.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,233 CHF | 253,257 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.80% | 100.46 % | 101.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,448 CHF | 252,453 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,297 CHF | 252,301 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.80% | 100.32 % | 101.13 % | 230,000 | 250,000 | 234,532 | 250,000 | 235,043 CHF | 252,575 CHF | 100.00% | 100.00% |
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