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 0.59% 1.67 CHF 1.68 CHF 1,761,200 1,761,200 1,761,200 1,761,200 2,968,790 CHF 2,986,400 CHF 100.00% 100.00%
18/12/2024 0.51% 1.97 CHF 1.98 CHF 1,526,800 1,526,800 1,526,800 1,526,800 3,002,260 CHF 3,017,530 CHF 99.64% 99.64%
17/12/2024 0.51% 1.96 CHF 1.97 CHF 1,478,700 1,478,700 1,478,700 1,478,700 2,912,250 CHF 2,927,040 CHF 100.00% 100.00%
16/12/2024 0.49% 2.05 CHF 2.06 CHF 1,458,300 1,458,300 1,458,300 1,458,300 2,999,480 CHF 3,014,060 CHF 98.88% 98.88%
13/12/2024 0.48% 2.07 CHF 2.08 CHF 1,443,200 1,443,200 1,442,390 1,442,390 3,015,620 CHF 3,030,050 CHF 98.53% 98.53%
12/12/2024 0.47% 2.13 CHF 2.14 CHF 1,403,600 1,403,600 1,403,600 1,403,600 2,962,980 CHF 2,977,010 CHF 100.00% 100.00%
11/12/2024 0.46% 2.14 CHF 2.15 CHF 1,386,800 1,386,800 1,386,800 1,386,800 2,976,290 CHF 2,990,150 CHF 100.00% 100.00%
10/12/2024 0.46% 2.19 CHF 2.20 CHF 1,362,800 1,362,800 1,362,800 1,362,800 2,967,630 CHF 2,981,260 CHF 100.00% 100.00%
09/12/2024 0.44% 2.21 CHF 2.22 CHF 1,325,300 1,325,300 1,325,300 1,325,300 2,991,200 CHF 3,004,450 CHF 100.00% 100.00%
06/12/2024 0.43% 2.29 CHF 2.30 CHF 1,306,000 1,306,000 1,306,000 1,306,000 3,000,570 CHF 3,013,630 CHF 100.00% 100.00%

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