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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% | 98.15 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,718 CHF | 247,468 CHF | 94.31% | 94.31% |
| 27/12/2024 | 0.71% | 98.25 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,810 CHF | 247,560 CHF | 98.40% | 98.40% |
| 23/12/2024 | 0.71% | 97.79 % | 98.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,437 CHF | 246,187 CHF | 100.00% | 100.00% |
| 20/12/2024 | 0.72% | 97.50 % | 98.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,416 CHF | 244,166 CHF | 100.00% | 100.00% |
| 19/12/2024 | 0.71% | 97.46 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,605 CHF | 246,355 CHF | 99.80% | 99.80% |
| 18/12/2024 | 0.71% | 98.45 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,207 CHF | 247,957 CHF | 96.59% | 96.59% |
| 17/12/2024 | 0.71% | 98.45 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,202 CHF | 247,952 CHF | 98.47% | 98.47% |
| 16/12/2024 | 0.71% | 98.56 % | 99.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,333 CHF | 248,083 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.70% | 99.52 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,184 CHF | 250,934 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.70% | 99.58 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,973 CHF | 250,723 CHF | 100.00% | 100.00% |
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