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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 | 1.50% | 0.53 CHF | 0.54 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 335,653 CHF | 340,653 CHF | 99.42% | 99.42% |
| 18/12/2024 | 0.83% | 1.14 CHF | 1.15 CHF | 500,000 | 500,000 | 499,825 | 499,825 | 603,667 CHF | 608,667 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.79% | 1.15 CHF | 1.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 628,601 CHF | 633,601 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 500,000 | 500,000 | 499,512 | 499,512 | 657,784 CHF | 662,784 CHF | 99.36% | 99.36% |
| 13/12/2024 | 0.64% | 1.38 CHF | 1.39 CHF | 500,000 | 500,000 | 499,388 | 499,388 | 779,349 CHF | 784,349 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 500,000 | 500,000 | 499,353 | 499,353 | 728,039 CHF | 733,039 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.76% | 1.44 CHF | 1.45 CHF | 500,000 | 500,000 | 499,374 | 499,374 | 652,479 CHF | 657,479 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 659,666 CHF | 664,666 CHF | 100.00% | 100.00% |
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