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% 13.90 CHF 13.91 CHF 450,000 450,000 450,000 450,000 6,281,260 CHF 6,285,760 CHF 99.89% 99.89%
18/12/2024 0.07% 14.87 CHF 14.88 CHF 450,000 450,000 449,662 449,662 6,674,140 CHF 6,678,640 CHF 99.64% 99.64%
17/12/2024 0.07% 14.82 CHF 14.83 CHF 450,000 450,000 450,000 450,000 6,693,400 CHF 6,697,900 CHF 100.00% 100.00%
16/12/2024 0.07% 15.10 CHF 15.11 CHF 450,000 450,000 449,524 449,524 6,795,840 CHF 6,800,340 CHF 98.92% 98.92%
13/12/2024 0.07% 15.16 CHF 15.17 CHF 450,000 450,000 449,168 449,168 6,843,830 CHF 6,848,330 CHF 98.58% 98.58%
12/12/2024 0.07% 15.30 CHF 15.31 CHF 450,000 450,000 449,452 449,452 6,850,480 CHF 6,854,980 CHF 100.00% 100.00%
11/12/2024 0.07% 15.30 CHF 15.31 CHF 450,000 450,000 448,588 448,588 6,868,610 CHF 6,873,110 CHF 100.00% 100.00%
10/12/2024 0.07% 15.45 CHF 15.46 CHF 450,000 450,000 450,000 450,000 6,917,940 CHF 6,922,440 CHF 100.00% 100.00%
09/12/2024 0.06% 15.44 CHF 15.45 CHF 450,000 450,000 433,185 433,185 6,752,440 CHF 6,756,770 CHF 100.00% 100.00%
06/12/2024 0.06% 15.66 CHF 15.67 CHF 225,000 225,000 225,281 225,281 3,535,180 CHF 3,537,440 CHF 100.00% 100.00%

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