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 0.20% 5.01 CHF 5.02 CHF 500,000 500,000 500,000 500,000 2,520,520 CHF 2,525,520 CHF 100.00% 100.00%
18/12/2024 0.20% 5.09 CHF 5.10 CHF 500,000 500,000 499,597 499,597 2,526,820 CHF 2,531,820 CHF 100.00% 100.00%
17/12/2024 0.20% 4.98 CHF 4.99 CHF 500,000 500,000 500,000 500,000 2,513,080 CHF 2,518,080 CHF 100.00% 100.00%
16/12/2024 0.20% 5.08 CHF 5.09 CHF 500,000 500,000 499,463 499,463 2,536,010 CHF 2,541,010 CHF 100.00% 100.00%
13/12/2024 0.20% 5.08 CHF 5.09 CHF 500,000 500,000 499,339 499,339 2,533,280 CHF 2,538,280 CHF 100.00% 100.00%
12/12/2024 0.20% 4.92 CHF 4.93 CHF 500,000 500,000 499,372 499,372 2,496,320 CHF 2,501,320 CHF 100.00% 100.00%
11/12/2024 0.20% 4.95 CHF 4.96 CHF 500,000 500,000 498,400 498,400 2,456,460 CHF 2,461,460 CHF 100.00% 100.00%
10/12/2024 0.21% 4.90 CHF 4.91 CHF 500,000 500,000 500,000 500,000 2,416,740 CHF 2,421,740 CHF 100.00% 100.00%
09/12/2024 0.21% 4.85 CHF 4.86 CHF 500,000 500,000 500,000 500,000 2,414,620 CHF 2,419,620 CHF 99.87% 99.87%
06/12/2024 0.21% 4.75 CHF 4.76 CHF 500,000 500,000 500,000 500,000 2,386,890 CHF 2,391,890 CHF 100.00% 100.00%

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