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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 | 0.70% | 99.36 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,888 CHF | 251,638 CHF | 99.81% | 99.81% |
| 18/12/2024 | 0.69% | 100.78 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,992 CHF | 253,742 CHF | 96.59% | 96.59% |
| 17/12/2024 | 0.69% | 100.89 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,113 CHF | 253,863 CHF | 98.48% | 98.48% |
| 16/12/2024 | 0.69% | 100.94 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,268 CHF | 254,018 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.69% | 100.91 % | 101.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,741 CHF | 254,491 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.69% | 101.11 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,847 CHF | 254,597 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.69% | 101.26 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,591 CHF | 254,341 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.69% | 101.08 % | 101.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,816 CHF | 254,566 CHF | 98.26% | 98.26% |
| 09/12/2024 | 0.69% | 101.16 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,273 CHF | 255,023 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.69% | 101.32 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,230 CHF | 254,980 CHF | 100.00% | 100.00% |
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