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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 30/12/2024 | 0.71% | 97.40 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,110 CHF | 245,860 CHF | 94.32% | 94.32% |
| 27/12/2024 | 0.71% | 97.51 % | 98.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,066 CHF | 245,816 CHF | 98.39% | 98.39% |
| 23/12/2024 | 0.72% | 97.05 % | 97.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,927 CHF | 244,677 CHF | 100.00% | 100.00% |
| 20/12/2024 | 0.73% | 96.57 % | 97.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,445 CHF | 242,195 CHF | 100.00% | 100.00% |
| 19/12/2024 | 0.72% | 96.66 % | 97.36 % | 250,000 | 250,000 | 250,000 | 249,955 | 242,241 CHF | 243,947 CHF | 99.80% | 99.80% |
| 18/12/2024 | 0.71% | 97.92 % | 98.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,424 CHF | 246,174 CHF | 96.59% | 96.59% |
| 17/12/2024 | 0.71% | 97.83 % | 98.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,788 CHF | 246,538 CHF | 98.47% | 98.47% |
| 16/12/2024 | 0.71% | 97.85 % | 98.55 % | 250,000 | 250,000 | 250,000 | 249,958 | 244,833 CHF | 246,542 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.71% | 98.04 % | 98.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,109 CHF | 246,859 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.71% | 98.08 % | 98.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,290 CHF | 247,040 CHF | 100.00% | 100.00% |
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