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 0.04% 23.87 CHF 23.88 CHF 250,000 250,000 250,000 250,000 6,006,170 CHF 6,008,670 CHF 99.74% 99.74%
18/12/2024 0.04% 25.16 CHF 25.17 CHF 250,000 250,000 249,809 249,809 6,304,290 CHF 6,306,790 CHF 100.00% 100.00%
17/12/2024 0.04% 25.28 CHF 25.29 CHF 250,000 250,000 250,000 250,000 6,333,180 CHF 6,335,680 CHF 99.62% 99.62%
16/12/2024 0.04% 25.20 CHF 25.21 CHF 250,000 250,000 249,753 249,753 6,225,610 CHF 6,228,110 CHF 100.00% 100.00%
13/12/2024 0.04% 24.59 CHF 24.60 CHF 250,000 250,000 249,692 249,692 6,191,090 CHF 6,193,590 CHF 100.00% 100.00%
12/12/2024 0.04% 24.53 CHF 24.54 CHF 250,000 250,000 249,695 249,695 6,113,630 CHF 6,116,130 CHF 99.98% 99.98%
11/12/2024 0.04% 24.41 CHF 24.42 CHF 250,000 250,000 249,221 249,221 5,981,320 CHF 5,983,820 CHF 100.00% 100.00%
10/12/2024 0.04% 23.95 CHF 23.96 CHF 250,000 250,000 250,000 250,000 5,976,770 CHF 5,979,270 CHF 100.00% 100.00%
09/12/2024 0.04% 23.74 CHF 23.75 CHF 250,000 250,000 250,000 250,000 6,015,600 CHF 6,018,100 CHF 100.00% 100.00%
06/12/2024 0.04% 23.99 CHF 24.00 CHF 250,000 250,000 250,000 250,000 5,955,290 CHF 5,957,790 CHF 99.99% 99.99%

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