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 0.40% 12.65 CHF 12.70 CHF 37,500 37,500 37,148 37,148 472,112 CHF 473,972 CHF 99.78% 99.78%
18/12/2024 0.37% 13.65 CHF 13.70 CHF 37,500 37,500 37,150 37,146 505,856 CHF 507,670 CHF 100.00% 100.00%
17/12/2024 0.37% 13.60 CHF 13.65 CHF 37,500 37,500 37,149 37,146 507,062 CHF 508,873 CHF 100.00% 100.00%
16/12/2024 0.36% 13.90 CHF 13.95 CHF 37,500 37,500 37,140 37,137 515,576 CHF 517,396 CHF 97.41% 97.41%
13/12/2024 0.36% 13.95 CHF 14.00 CHF 37,500 37,500 37,147 37,147 520,443 CHF 522,302 CHF 100.00% 100.00%
12/12/2024 0.36% 14.05 CHF 14.10 CHF 37,500 37,500 37,149 37,146 521,000 CHF 522,818 CHF 100.00% 100.00%
11/12/2024 0.36% 14.10 CHF 14.15 CHF 37,500 37,500 37,149 37,146 523,891 CHF 525,704 CHF 100.00% 100.00%
10/12/2024 0.36% 14.25 CHF 14.30 CHF 37,500 37,500 37,150 37,146 526,110 CHF 527,917 CHF 100.00% 100.00%
09/12/2024 0.35% 14.25 CHF 14.30 CHF 37,500 37,500 37,148 37,148 534,081 CHF 535,941 CHF 100.00% 100.00%
06/12/2024 0.35% 14.45 CHF 14.50 CHF 37,500 37,500 37,148 37,148 538,458 CHF 540,318 CHF 100.00% 100.00%

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