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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 | 16.39% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,000 CHF | 66,000 CHF | 100.00% | 100.00% |
| 18/12/2024 | 16.95% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 54,000 CHF | 64,000 CHF | 100.00% | 100.00% |
| 17/12/2024 | 17.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 52,000 CHF | 62,000 CHF | 100.00% | 100.00% |
| 16/12/2024 | 17.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 51,000 CHF | 61,000 CHF | 100.00% | 100.00% |
| 13/12/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 55,000 CHF | 65,000 CHF | 100.00% | 100.00% |
| 12/12/2024 | 17.24% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 53,000 CHF | 63,000 CHF | 99.77% | 99.77% |
| 11/12/2024 | 15.15% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 61,000 CHF | 71,000 CHF | 100.00% | 100.00% |
| 10/12/2024 | 14.93% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 62,000 CHF | 72,000 CHF | 100.00% | 100.00% |
| 09/12/2024 | 13.89% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 67,000 CHF | 77,000 CHF | 100.00% | 100.00% |
| 06/12/2024 | 15.15% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 61,000 CHF | 71,000 CHF | 99.78% | 99.78% |
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