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 0.25% 20.10 CHF 20.15 CHF 25,000 25,000 24,766 24,766 498,628 CHF 499,868 CHF 99.78% 99.78%
18/12/2024 0.24% 21.05 CHF 21.10 CHF 25,000 25,000 24,766 24,765 520,519 CHF 521,731 CHF 100.00% 100.00%
17/12/2024 0.24% 21.00 CHF 21.05 CHF 25,000 25,000 24,766 24,766 521,771 CHF 522,996 CHF 100.00% 100.00%
16/12/2024 0.24% 21.25 CHF 21.30 CHF 25,000 25,000 24,764 24,764 526,653 CHF 527,892 CHF 99.13% 99.13%
13/12/2024 0.24% 21.30 CHF 21.35 CHF 25,000 25,000 24,766 24,765 530,000 CHF 531,224 CHF 100.00% 100.00%
12/12/2024 0.24% 21.40 CHF 21.45 CHF 25,000 25,000 24,766 24,766 529,059 CHF 530,299 CHF 100.00% 100.00%
11/12/2024 0.24% 21.40 CHF 21.45 CHF 25,000 25,000 24,766 24,766 530,229 CHF 531,469 CHF 100.00% 100.00%
10/12/2024 0.24% 21.55 CHF 21.60 CHF 25,000 25,000 24,766 24,766 531,022 CHF 532,251 CHF 100.00% 100.00%
09/12/2024 0.23% 21.50 CHF 21.55 CHF 25,000 25,000 24,765 24,765 535,867 CHF 537,107 CHF 100.00% 100.00%
06/12/2024 0.23% 21.70 CHF 21.75 CHF 25,000 25,000 24,765 24,765 538,351 CHF 539,590 CHF 100.00% 100.00%

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