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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 | 1.19% | 83.17 % | 84.17 % | 70,000 | 70,000 | 70,000 | 70,000 | 58,656 CHF | 59,356 CHF | 99.84% | 99.84% |
| 18/12/2024 | 1.15% | 86.31 % | 87.31 % | 70,000 | 70,000 | 70,000 | 70,000 | 60,640 CHF | 61,340 CHF | 100.00% | 100.00% |
| 17/12/2024 | 1.16% | 86.51 % | 87.51 % | 70,000 | 70,000 | 70,000 | 70,000 | 60,248 CHF | 60,948 CHF | 100.00% | 100.00% |
| 16/12/2024 | 1.16% | 86.46 % | 87.46 % | 70,000 | 70,000 | 70,000 | 70,000 | 60,021 CHF | 60,721 CHF | 100.00% | 100.00% |
| 13/12/2024 | 1.14% | 86.92 % | 87.92 % | 70,000 | 70,000 | 70,000 | 70,000 | 61,100 CHF | 61,800 CHF | 100.00% | 100.00% |
| 12/12/2024 | 1.13% | 87.21 % | 88.21 % | 70,000 | 70,000 | 70,000 | 70,000 | 61,409 CHF | 62,109 CHF | 99.52% | 99.52% |
| 11/12/2024 | 1.15% | 87.05 % | 88.05 % | 70,000 | 70,000 | 70,000 | 70,000 | 60,695 CHF | 61,395 CHF | 99.38% | 99.38% |
| 10/12/2024 | 1.14% | 86.35 % | 87.35 % | 70,000 | 70,000 | 70,000 | 70,000 | 60,893 CHF | 61,593 CHF | 100.00% | 100.00% |
| 09/12/2024 | 1.14% | 87.26 % | 88.26 % | 70,000 | 70,000 | 70,000 | 70,000 | 60,842 CHF | 61,542 CHF | 100.00% | 100.00% |
| 06/12/2024 | 1.15% | 86.99 % | 87.99 % | 70,000 | 70,000 | 70,000 | 70,000 | 60,459 CHF | 61,159 CHF | 100.00% | 100.00% |
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