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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 | 5.99% | 0.64 CHF | 0.66 CHF | 20,000 | 20,000 | 11,594 | 11,594 | 4,913 CHF | 5,180 CHF | 94.93% | 94.93% |
| 19/12/2024 | 8.15% | 0.44 CHF | 0.49 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 5,825 CHF | 6,323 CHF | 100.00% | 100.00% |
| 18/12/2024 | 3.72% | 0.60 CHF | 0.63 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 7,325 CHF | 7,608 CHF | 98.45% | 98.45% |
| 17/12/2024 | 3.64% | 0.66 CHF | 0.69 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 6,786 CHF | 7,044 CHF | 95.72% | 95.72% |
| 16/12/2024 | 3.77% | 0.79 CHF | 0.82 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 7,284 CHF | 7,553 CHF | 100.00% | 100.00% |
| 13/12/2024 | 3.36% | 0.69 CHF | 0.72 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 7,343 CHF | 7,597 CHF | 100.00% | 100.00% |
| 12/12/2024 | 3.49% | 0.79 CHF | 0.81 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 7,503 CHF | 7,767 CHF | 100.00% | 100.00% |
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