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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 | 0.65% | 1.48 CHF | 1.49 CHF | 1,000,000 | 920,200 | 1,000,000 | 922,683 | 1,539,140 CHF | 1,429,330 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 900,000 | 900,000 | 897,965 | 897,965 | 1,887,420 CHF | 1,896,400 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 1,908,800 CHF | 1,917,800 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.50% | 2.10 CHF | 2.11 CHF | 1,000,000 | 926,200 | 997,659 | 926,648 | 1,990,970 CHF | 1,858,480 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.51% | 1.86 CHF | 1.87 CHF | 1,000,000 | 930,000 | 1,000,000 | 930,000 | 1,945,080 CHF | 1,818,230 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 1,000,000 | 930,000 | 998,154 | 928,316 | 1,866,830 CHF | 1,745,510 CHF | 99.78% | 99.78% |
| 11/12/2024 | 0.58% | 1.87 CHF | 1.88 CHF | 1,000,000 | 930,000 | 997,760 | 924,119 | 1,724,430 CHF | 1,606,450 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 1,000,000 | 925,700 | 1,000,000 | 925,700 | 1,722,230 CHF | 1,603,530 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.55% | 1.69 CHF | 1.70 CHF | 1,000,000 | 925,700 | 1,000,000 | 925,700 | 1,798,830 CHF | 1,674,430 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 1,000,000 | 925,700 | 996,725 | 917,482 | 1,722,170 CHF | 1,594,550 CHF | 99.77% | 99.77% |
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