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 0.21% 4.72 CHF 4.73 CHF 76,500 76,500 75,333 75,333 364,200 CHF 364,954 CHF 99.86% 99.86%
18/12/2024 0.19% 5.18 CHF 5.19 CHF 75,000 75,000 74,296 74,296 389,551 CHF 390,294 CHF 100.00% 100.00%
17/12/2024 0.19% 5.21 CHF 5.22 CHF 74,000 74,000 72,880 72,880 385,872 CHF 386,601 CHF 100.00% 100.00%
16/12/2024 0.19% 5.31 CHF 5.32 CHF 72,000 72,000 70,852 70,852 377,893 CHF 378,602 CHF 98.88% 98.88%
13/12/2024 0.18% 5.41 CHF 5.42 CHF 71,000 71,000 70,304 70,304 389,761 CHF 390,465 CHF 100.00% 100.00%
12/12/2024 0.19% 5.44 CHF 5.45 CHF 71,500 71,500 70,829 70,829 385,176 CHF 385,885 CHF 100.00% 100.00%
11/12/2024 0.19% 5.40 CHF 5.41 CHF 72,500 72,500 72,310 72,310 383,633 CHF 384,356 CHF 100.00% 100.00%
10/12/2024 0.19% 5.31 CHF 5.32 CHF 72,500 72,500 71,818 71,818 381,501 CHF 382,220 CHF 100.00% 100.00%
09/12/2024 0.19% 5.31 CHF 5.32 CHF 71,500 71,500 70,857 70,857 380,605 CHF 381,314 CHF 100.00% 100.00%
06/12/2024 0.19% 5.37 CHF 5.38 CHF 72,000 72,000 71,323 71,323 385,857 CHF 386,571 CHF 100.00% 100.00%

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