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 0.06% 15.93 CHF 15.94 CHF 250,000 250,000 250,000 250,000 4,022,840 CHF 4,025,340 CHF 99.42% 99.42%
18/12/2024 0.06% 16.55 CHF 16.56 CHF 250,000 250,000 249,803 249,803 4,157,970 CHF 4,160,470 CHF 100.00% 100.00%
17/12/2024 0.06% 16.61 CHF 16.62 CHF 250,000 250,000 250,000 250,000 4,183,370 CHF 4,185,870 CHF 100.00% 100.00%
16/12/2024 0.06% 16.73 CHF 16.74 CHF 250,000 250,000 249,743 249,743 4,181,620 CHF 4,184,120 CHF 99.36% 99.36%
13/12/2024 0.06% 16.84 CHF 16.85 CHF 250,000 250,000 249,691 249,691 4,244,110 CHF 4,246,610 CHF 100.00% 100.00%
12/12/2024 0.06% 16.81 CHF 16.82 CHF 250,000 250,000 249,690 249,690 4,198,220 CHF 4,200,720 CHF 99.53% 99.53%
11/12/2024 0.06% 16.72 CHF 16.73 CHF 250,000 250,000 249,214 249,214 4,140,460 CHF 4,142,960 CHF 100.00% 100.00%
10/12/2024 0.06% 16.60 CHF 16.61 CHF 250,000 250,000 250,000 250,000 4,151,680 CHF 4,154,180 CHF 100.00% 100.00%
09/12/2024 0.06% 16.60 CHF 16.61 CHF 250,000 250,000 250,000 250,000 4,176,370 CHF 4,178,870 CHF 97.80% 97.80%
06/12/2024 0.06% 16.68 CHF 16.69 CHF 250,000 250,000 250,000 250,000 4,186,120 CHF 4,188,620 CHF 100.00% 100.00%

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