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
30/12/2024 0.19% 5.37 CHF 5.38 CHF 500,000 500,000 499,788 499,788 2,651,100 CHF 2,656,100 CHF 100.00% 100.00%
27/12/2024 0.19% 5.26 CHF 5.27 CHF 500,000 500,000 500,000 500,000 2,616,700 CHF 2,621,700 CHF 100.00% 100.00%
23/12/2024 0.19% 5.10 CHF 5.11 CHF 500,000 500,000 500,000 500,000 2,562,900 CHF 2,567,900 CHF 100.00% 100.00%
20/12/2024 0.20% 5.12 CHF 5.13 CHF 500,000 500,000 500,000 500,000 2,539,630 CHF 2,544,630 CHF 100.00% 100.00%
19/12/2024 0.19% 5.15 CHF 5.16 CHF 500,000 500,000 500,000 500,000 2,590,030 CHF 2,595,030 CHF 100.00% 100.00%
18/12/2024 0.19% 5.23 CHF 5.24 CHF 500,000 500,000 499,602 499,602 2,596,050 CHF 2,601,050 CHF 100.00% 100.00%
17/12/2024 0.19% 5.11 CHF 5.12 CHF 500,000 500,000 500,000 500,000 2,582,520 CHF 2,587,520 CHF 100.00% 100.00%
16/12/2024 0.19% 5.22 CHF 5.23 CHF 500,000 500,000 499,468 499,468 2,605,110 CHF 2,610,110 CHF 100.00% 100.00%
13/12/2024 0.19% 5.22 CHF 5.23 CHF 500,000 500,000 499,355 499,355 2,602,370 CHF 2,607,370 CHF 100.00% 100.00%
12/12/2024 0.19% 5.06 CHF 5.07 CHF 500,000 500,000 499,380 499,380 2,565,130 CHF 2,570,130 CHF 100.00% 100.00%

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