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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 | 1.30% | 0.64 CHF | 0.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 384,462 CHF | 389,462 CHF | 99.42% | 99.42% |
| 18/12/2024 | 0.81% | 1.18 CHF | 1.19 CHF | 500,000 | 500,000 | 499,659 | 499,659 | 619,441 CHF | 624,441 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.78% | 1.19 CHF | 1.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 642,812 CHF | 647,812 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 500,000 | 500,000 | 499,530 | 499,530 | 677,145 CHF | 682,145 CHF | 99.36% | 99.36% |
| 13/12/2024 | 0.62% | 1.44 CHF | 1.45 CHF | 500,000 | 500,000 | 499,425 | 499,425 | 802,595 CHF | 807,595 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 500,000 | 500,000 | 499,428 | 499,428 | 757,407 CHF | 762,407 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.72% | 1.50 CHF | 1.51 CHF | 500,000 | 500,000 | 498,530 | 498,530 | 690,377 CHF | 695,377 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 702,073 CHF | 707,073 CHF | 100.00% | 100.00% |
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