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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 | 0.83% | 1.17 CHF | 1.18 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 83,975 CHF | 84,675 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.64% | 1.50 CHF | 1.51 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 108,333 CHF | 109,033 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 98,727 CHF | 99,327 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 103,718 CHF | 104,318 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 106,532 CHF | 107,132 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 105,066 CHF | 105,666 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 118,054 CHF | 118,754 CHF | 99.99% | 99.99% |
| 10/12/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 101,124 CHF | 101,724 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.52% | 1.84 CHF | 1.85 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 115,226 CHF | 115,826 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 117,168 CHF | 117,768 CHF | 100.00% | 100.00% |
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