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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 | 0.75% | 1.35 CHF | 1.36 CHF | 57,000 | 57,000 | 54,578 | 54,578 | 72,982 CHF | 73,529 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 56,000 | 56,000 | 53,608 | 53,608 | 67,457 CHF | 67,993 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 66,933 CHF | 67,468 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 55,000 | 55,000 | 53,065 | 53,065 | 61,190 CHF | 61,721 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 54,000 | 54,000 | 52,340 | 52,340 | 55,906 CHF | 56,430 CHF | 100.00% | 100.00% |
| 12/12/2024 | 1.06% | 1.02 CHF | 1.03 CHF | 53,000 | 53,000 | 51,070 | 51,070 | 48,178 CHF | 48,689 CHF | 100.00% | 100.00% |
| 11/12/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 52,000 | 52,000 | 51,152 | 51,152 | 47,851 CHF | 48,364 CHF | 100.00% | 100.00% |
| 10/12/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 46,286 CHF | 46,797 CHF | 100.00% | 100.00% |
| 09/12/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 44,786 CHF | 45,294 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 55,231 CHF | 55,757 CHF | 100.00% | 100.00% |
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