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 0.74% 1.29 CHF 1.30 CHF 446,700 446,700 446,700 446,700 604,168 CHF 608,634 CHF 100.00% 100.00%
18/12/2024 0.59% 1.64 CHF 1.65 CHF 411,500 411,500 411,500 411,500 693,942 CHF 698,057 CHF 99.68% 99.68%
17/12/2024 0.58% 1.78 CHF 1.79 CHF 423,700 423,700 423,700 423,700 732,347 CHF 736,584 CHF 100.00% 100.00%
16/12/2024 0.59% 1.72 CHF 1.73 CHF 425,700 425,700 425,700 425,700 717,661 CHF 721,918 CHF 100.00% 100.00%
13/12/2024 0.57% 1.71 CHF 1.72 CHF 418,500 418,500 418,500 418,500 734,564 CHF 738,749 CHF 100.00% 100.00%
12/12/2024 0.57% 1.76 CHF 1.77 CHF 429,300 429,300 429,300 429,300 753,808 CHF 758,102 CHF 99.60% 99.60%
11/12/2024 0.59% 1.71 CHF 1.72 CHF 442,200 442,200 442,200 442,200 748,248 CHF 752,670 CHF 100.00% 100.00%
10/12/2024 0.57% 1.69 CHF 1.70 CHF 401,200 401,200 401,200 401,200 700,362 CHF 704,374 CHF 100.00% 100.00%
09/12/2024 0.54% 1.82 CHF 1.83 CHF 394,900 394,900 394,900 394,900 731,822 CHF 735,771 CHF 100.00% 100.00%
06/12/2024 0.53% 1.87 CHF 1.88 CHF 391,700 391,700 391,700 391,700 735,017 CHF 738,934 CHF 100.00% 100.00%

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