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 0.11% 9.26 CHF 9.27 CHF 60,000 60,000 59,391 59,391 558,507 CHF 559,101 CHF 99.87% 99.87%
18/12/2024 0.12% 9.86 CHF 9.87 CHF 59,000 59,000 58,447 58,447 580,800 CHF 581,519 CHF 100.00% 100.00%
17/12/2024 0.31% 9.90 CHF 9.91 CHF 58,500 58,500 57,949 57,949 579,452 CHF 581,262 CHF 100.00% 100.00%
16/12/2024 0.50% 10.00 CHF 10.05 CHF 57,500 57,500 56,954 56,954 571,187 CHF 573,998 CHF 98.89% 98.89%
13/12/2024 0.49% 10.10 CHF 10.15 CHF 57,000 57,000 56,462 56,462 581,044 CHF 583,870 CHF 100.00% 100.00%
12/12/2024 0.50% 10.15 CHF 10.20 CHF 57,000 57,000 56,608 56,608 573,743 CHF 576,576 CHF 100.00% 100.00%
11/12/2024 0.16% 10.05 CHF 10.10 CHF 58,000 58,000 57,455 57,455 573,124 CHF 574,060 CHF 100.00% 100.00%
10/12/2024 0.23% 9.97 CHF 9.98 CHF 58,000 58,000 57,414 57,414 572,667 CHF 573,982 CHF 100.00% 100.00%
09/12/2024 0.47% 9.98 CHF 9.99 CHF 57,500 57,500 56,898 56,898 571,636 CHF 574,316 CHF 100.00% 100.00%
06/12/2024 0.50% 10.05 CHF 10.10 CHF 57,500 57,500 56,962 56,962 574,798 CHF 577,643 CHF 100.00% 100.00%

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