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 2.66% 0.35 CHF 0.36 CHF 1,296,100 1,296,100 1,296,100 1,296,100 481,388 CHF 494,349 CHF 100.00% 100.00%
18/12/2024 2.03% 0.47 CHF 0.48 CHF 1,171,200 1,171,200 1,171,200 1,171,200 572,202 CHF 583,914 CHF 99.68% 99.68%
17/12/2024 1.97% 0.52 CHF 0.53 CHF 1,213,600 1,213,600 1,213,600 1,213,600 611,638 CHF 623,774 CHF 100.00% 100.00%
16/12/2024 2.03% 0.50 CHF 0.51 CHF 1,220,600 1,220,600 1,220,600 1,220,600 596,321 CHF 608,527 CHF 100.00% 100.00%
13/12/2024 1.93% 0.50 CHF 0.51 CHF 1,195,400 1,195,400 1,195,400 1,195,400 613,559 CHF 625,513 CHF 100.00% 100.00%
12/12/2024 1.93% 0.51 CHF 0.52 CHF 1,233,000 1,233,000 1,233,000 1,233,000 633,910 CHF 646,240 CHF 99.61% 99.61%
11/12/2024 2.01% 0.50 CHF 0.51 CHF 1,278,200 1,278,200 1,278,200 1,278,200 628,453 CHF 641,235 CHF 100.00% 100.00%
10/12/2024 1.94% 0.49 CHF 0.50 CHF 1,133,500 1,133,500 1,133,500 1,133,500 578,823 CHF 590,158 CHF 100.00% 100.00%
09/12/2024 1.80% 0.54 CHF 0.55 CHF 1,111,800 1,111,800 1,111,800 1,111,800 611,420 CHF 622,538 CHF 100.00% 100.00%
06/12/2024 1.78% 0.56 CHF 0.57 CHF 1,100,800 1,100,800 1,100,800 1,100,800 614,657 CHF 625,665 CHF 100.00% 100.00%

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