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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 | 2.63% | 1.22 CHF | 1.24 CHF | 20,000 | 20,000 | 11,624 | 11,624 | 11,675 CHF | 11,971 CHF | 98.93% | 98.93% |
| 19/12/2024 | 4.11% | 1.03 CHF | 1.07 CHF | 20,000 | 20,000 | 11,582 | 11,582 | 12,570 CHF | 13,095 CHF | 99.78% | 99.78% |
| 18/12/2024 | 1.92% | 1.19 CHF | 1.21 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 14,134 CHF | 14,411 CHF | 98.49% | 98.49% |
| 17/12/2024 | 1.94% | 1.25 CHF | 1.27 CHF | 20,000 | 20,000 | 9,944 | 9,944 | 12,531 CHF | 12,786 CHF | 98.69% | 98.69% |
| 16/12/2024 | 1.92% | 1.37 CHF | 1.40 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 13,051 CHF | 13,306 CHF | 100.00% | 100.00% |
| 13/12/2024 | 1.98% | 1.27 CHF | 1.30 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 13,107 CHF | 13,370 CHF | 100.00% | 100.00% |
| 12/12/2024 | 2.13% | 1.37 CHF | 1.39 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 13,231 CHF | 13,509 CHF | 100.00% | 100.00% |
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