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 0.73% 1.37 CHF 1.38 CHF 305,000 305,000 302,582 302,582 412,726 CHF 415,758 CHF 100.00% 100.00%
18/12/2024 0.72% 1.37 CHF 1.38 CHF 305,000 305,000 303,664 303,664 420,570 CHF 423,608 CHF 100.00% 100.00%
17/12/2024 0.71% 1.40 CHF 1.41 CHF 310,000 310,000 305,997 305,997 430,204 CHF 433,264 CHF 99.75% 99.75%
16/12/2024 0.71% 1.41 CHF 1.42 CHF 310,000 310,000 307,575 307,575 431,695 CHF 434,772 CHF 100.00% 100.00%
13/12/2024 0.73% 1.37 CHF 1.38 CHF 300,000 300,000 299,348 299,348 408,073 CHF 411,069 CHF 100.00% 100.00%
12/12/2024 0.72% 1.39 CHF 1.40 CHF 310,000 310,000 308,525 308,525 429,595 CHF 432,682 CHF 100.00% 100.00%
11/12/2024 0.72% 1.39 CHF 1.40 CHF 315,000 315,000 311,079 311,079 433,809 CHF 436,925 CHF 100.00% 100.00%
10/12/2024 0.71% 1.40 CHF 1.41 CHF 315,000 315,000 313,844 313,844 440,461 CHF 443,599 CHF 100.00% 100.00%
09/12/2024 0.70% 1.43 CHF 1.44 CHF 320,000 320,000 318,680 318,680 456,691 CHF 459,878 CHF 100.00% 100.00%
06/12/2024 0.69% 1.45 CHF 1.46 CHF 325,000 325,000 322,506 322,506 467,230 CHF 470,456 CHF 100.00% 100.00%

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