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 1.03% 0.93 CHF 0.94 CHF 796,800 796,800 796,800 796,800 773,108 CHF 781,076 CHF 100.00% 100.00%
18/12/2024 0.86% 1.13 CHF 1.14 CHF 747,900 747,900 747,900 747,900 863,093 CHF 870,572 CHF 99.68% 99.68%
17/12/2024 0.85% 1.21 CHF 1.22 CHF 765,100 765,100 765,100 765,100 900,379 CHF 908,030 CHF 100.00% 100.00%
16/12/2024 0.86% 1.17 CHF 1.18 CHF 767,900 767,900 767,900 767,900 885,619 CHF 893,298 CHF 100.00% 100.00%
13/12/2024 0.84% 1.17 CHF 1.18 CHF 757,800 757,800 757,800 757,800 902,930 CHF 910,508 CHF 100.00% 100.00%
12/12/2024 0.84% 1.19 CHF 1.20 CHF 773,000 773,000 773,000 773,000 920,935 CHF 928,665 CHF 99.60% 99.60%
11/12/2024 0.86% 1.17 CHF 1.18 CHF 791,000 791,000 791,000 791,000 915,088 CHF 922,998 CHF 100.00% 100.00%
10/12/2024 0.84% 1.15 CHF 1.16 CHF 734,000 734,000 734,000 734,000 869,716 CHF 877,056 CHF 100.00% 100.00%
09/12/2024 0.80% 1.23 CHF 1.24 CHF 725,000 725,000 725,000 725,000 901,053 CHF 908,303 CHF 100.00% 100.00%
06/12/2024 0.79% 1.25 CHF 1.26 CHF 720,500 720,500 720,500 720,500 904,258 CHF 911,463 CHF 100.00% 100.00%

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