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 1.33% 0.73 CHF 0.74 CHF 2,117,100 2,117,100 2,117,100 2,117,100 1,584,920 CHF 1,606,090 CHF 100.00% 100.00%
18/12/2024 0.94% 1.07 CHF 1.08 CHF 1,497,000 1,497,000 1,497,000 1,497,000 1,589,460 CHF 1,604,430 CHF 99.64% 99.64%
17/12/2024 0.94% 1.05 CHF 1.06 CHF 1,393,200 1,393,200 1,393,200 1,393,200 1,480,900 CHF 1,494,830 CHF 100.00% 100.00%
16/12/2024 0.85% 1.16 CHF 1.17 CHF 1,350,300 1,350,300 1,350,300 1,350,300 1,574,440 CHF 1,587,940 CHF 98.88% 98.88%
13/12/2024 0.83% 1.18 CHF 1.19 CHF 1,319,300 1,319,300 1,319,100 1,319,100 1,588,730 CHF 1,601,920 CHF 98.52% 98.52%
12/12/2024 0.80% 1.26 CHF 1.27 CHF 1,239,700 1,239,700 1,239,700 1,239,700 1,534,550 CHF 1,546,950 CHF 100.00% 100.00%
11/12/2024 0.77% 1.28 CHF 1.29 CHF 1,207,100 1,207,100 1,207,100 1,207,100 1,552,770 CHF 1,564,840 CHF 100.00% 100.00%
10/12/2024 0.75% 1.35 CHF 1.36 CHF 1,160,700 1,160,700 1,160,700 1,160,700 1,544,120 CHF 1,555,730 CHF 100.00% 100.00%
09/12/2024 0.70% 1.38 CHF 1.39 CHF 1,089,400 1,089,400 1,089,400 1,089,400 1,562,140 CHF 1,573,030 CHF 100.00% 100.00%
06/12/2024 0.67% 1.48 CHF 1.49 CHF 1,054,500 1,054,500 1,054,500 1,054,500 1,570,300 CHF 1,580,850 CHF 100.00% 100.00%

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