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 0.04% 24.59 CHF 24.60 CHF 250,000 250,000 250,000 250,000 6,186,080 CHF 6,188,580 CHF 99.76% 99.76%
18/12/2024 0.04% 25.88 CHF 25.89 CHF 250,000 250,000 249,812 249,812 6,483,410 CHF 6,485,910 CHF 100.00% 100.00%
17/12/2024 0.04% 26.00 CHF 26.01 CHF 250,000 250,000 250,000 250,000 6,512,840 CHF 6,515,340 CHF 99.63% 99.63%
16/12/2024 0.04% 25.92 CHF 25.93 CHF 250,000 250,000 249,755 249,755 6,404,300 CHF 6,406,800 CHF 100.00% 100.00%
13/12/2024 0.04% 25.30 CHF 25.31 CHF 250,000 250,000 249,701 249,701 6,369,970 CHF 6,372,470 CHF 100.00% 100.00%
12/12/2024 0.04% 25.24 CHF 25.25 CHF 250,000 250,000 249,702 249,702 6,291,210 CHF 6,293,710 CHF 99.98% 99.98%
11/12/2024 0.04% 25.12 CHF 25.13 CHF 250,000 250,000 249,241 249,241 6,157,980 CHF 6,160,480 CHF 100.00% 100.00%
10/12/2024 0.04% 24.65 CHF 24.66 CHF 250,000 250,000 250,000 250,000 6,152,770 CHF 6,155,270 CHF 100.00% 100.00%
09/12/2024 0.04% 24.44 CHF 24.45 CHF 250,000 250,000 250,000 250,000 6,191,240 CHF 6,193,740 CHF 100.00% 100.00%
06/12/2024 0.04% 24.69 CHF 24.70 CHF 250,000 250,000 250,000 250,000 6,130,530 CHF 6,133,030 CHF 99.99% 99.99%

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