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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 | 1.98% | 94.40 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,854 CHF | 483,354 CHF | 100.00% | 100.00% |
| 18/12/2024 | 1.90% | 98.60 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,776 CHF | 505,276 CHF | 100.00% | 100.00% |
| 17/12/2024 | 1.87% | 100.00 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,955 CHF | 511,455 CHF | 100.00% | 100.00% |
| 16/12/2024 | 1.85% | 101.20 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,072 CHF | 517,572 CHF | 100.00% | 100.00% |
| 13/12/2024 | 1.84% | 101.50 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,358 CHF | 519,858 CHF | 100.00% | 100.00% |
| 12/12/2024 | 1.85% | 102.20 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,771 CHF | 519,271 CHF | 100.00% | 100.00% |
| 11/12/2024 | 1.86% | 101.00 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,207 CHF | 514,707 CHF | 99.69% | 99.69% |
| 10/12/2024 | 1.87% | 100.40 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,577 CHF | 514,077 CHF | 99.83% | 99.83% |
| 09/12/2024 | 1.82% | 102.60 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,552 CHF | 527,052 CHF | 99.59% | 99.59% |
| 06/12/2024 | 1.81% | 103.10 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,123 CHF | 528,623 CHF | 100.00% | 100.00% |
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