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 0.17% 5.96 CHF 5.97 CHF 50,000 50,000 49,531 49,531 298,185 CHF 298,681 CHF 99.71% 99.71%
18/12/2024 0.16% 6.46 CHF 6.47 CHF 50,000 50,000 49,533 49,529 322,447 CHF 322,917 CHF 100.00% 100.00%
17/12/2024 0.15% 6.63 CHF 6.64 CHF 50,000 50,000 49,533 49,529 324,945 CHF 325,417 CHF 100.00% 100.00%
16/12/2024 0.16% 6.55 CHF 6.56 CHF 50,000 50,000 49,526 49,526 322,223 CHF 322,718 CHF 99.13% 99.13%
13/12/2024 0.15% 6.54 CHF 6.55 CHF 50,000 50,000 49,531 49,531 327,274 CHF 327,770 CHF 100.00% 100.00%
12/12/2024 0.15% 6.62 CHF 6.63 CHF 50,000 50,000 49,532 49,529 327,341 CHF 327,815 CHF 100.00% 100.00%
11/12/2024 0.15% 6.54 CHF 6.55 CHF 50,000 50,000 49,532 49,528 322,862 CHF 323,333 CHF 100.00% 100.00%
10/12/2024 0.15% 6.52 CHF 6.53 CHF 50,000 50,000 49,533 49,529 326,356 CHF 326,823 CHF 100.00% 100.00%
09/12/2024 0.15% 6.70 CHF 6.71 CHF 50,000 50,000 49,530 49,530 333,172 CHF 333,667 CHF 100.00% 100.00%
06/12/2024 0.15% 6.76 CHF 6.77 CHF 50,000 50,000 49,530 49,530 334,606 CHF 335,102 CHF 100.00% 100.00%

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