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 0.07% 14.75 CHF 14.76 CHF 250,000 250,000 250,000 250,000 3,727,140 CHF 3,729,640 CHF 99.42% 99.42%
18/12/2024 0.06% 15.36 CHF 15.37 CHF 250,000 250,000 249,808 249,808 3,861,180 CHF 3,863,680 CHF 100.00% 100.00%
17/12/2024 0.06% 15.42 CHF 15.43 CHF 250,000 250,000 250,000 250,000 3,885,400 CHF 3,887,900 CHF 100.00% 100.00%
16/12/2024 0.06% 15.54 CHF 15.55 CHF 250,000 250,000 249,740 249,740 3,885,100 CHF 3,887,600 CHF 99.36% 99.36%
13/12/2024 0.06% 15.65 CHF 15.66 CHF 250,000 250,000 249,685 249,685 3,947,670 CHF 3,950,170 CHF 100.00% 100.00%
12/12/2024 0.06% 15.63 CHF 15.64 CHF 250,000 250,000 249,686 249,686 3,903,600 CHF 3,906,100 CHF 99.53% 99.53%
11/12/2024 0.07% 15.55 CHF 15.56 CHF 250,000 250,000 249,217 249,217 3,847,740 CHF 3,850,240 CHF 100.00% 100.00%
10/12/2024 0.06% 15.43 CHF 15.44 CHF 250,000 250,000 250,000 250,000 3,858,500 CHF 3,861,000 CHF 100.00% 100.00%
09/12/2024 0.06% 15.43 CHF 15.44 CHF 250,000 250,000 250,000 250,000 3,882,450 CHF 3,884,950 CHF 97.80% 97.80%
06/12/2024 0.06% 15.51 CHF 15.52 CHF 250,000 250,000 250,000 250,000 3,892,640 CHF 3,895,140 CHF 100.00% 100.00%

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