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 9.94% 0.10 CHF 0.11 CHF 1,555,500 1,555,500 1,544,200 1,544,200 147,706 CHF 163,148 CHF 100.00% 100.00%
18/12/2024 11.30% 0.09 CHF 0.10 CHF 1,566,300 1,566,300 1,566,300 1,566,300 130,850 CHF 146,513 CHF 100.00% 100.00%
17/12/2024 11.76% 0.08 CHF 0.09 CHF 1,619,100 1,619,100 1,619,100 1,619,100 129,528 CHF 145,719 CHF 100.00% 100.00%
16/12/2024 11.96% 0.08 CHF 0.09 CHF 1,653,300 1,653,300 1,633,240 1,633,240 128,600 CHF 144,933 CHF 100.00% 100.00%
13/12/2024 12.39% 0.08 CHF 0.09 CHF 1,694,000 1,694,000 1,619,180 1,619,180 122,670 CHF 138,862 CHF 100.00% 100.00%
12/12/2024 12.24% 0.08 CHF 0.09 CHF 1,510,500 1,510,500 1,571,280 1,571,280 120,727 CHF 136,440 CHF 100.00% 100.00%
11/12/2024 11.77% 0.08 CHF 0.09 CHF 1,548,600 1,548,600 1,548,600 1,548,600 123,832 CHF 139,318 CHF 100.00% 100.00%
10/12/2024 11.79% 0.08 CHF 0.09 CHF 1,722,100 1,722,100 1,719,130 1,719,130 137,274 CHF 154,466 CHF 100.00% 100.00%
09/12/2024 12.55% 0.08 CHF 0.09 CHF 1,652,200 1,652,200 1,652,200 1,652,200 123,458 CHF 139,980 CHF 100.00% 100.00%
06/12/2024 12.88% 0.08 CHF 0.09 CHF 1,686,600 1,686,600 1,686,600 1,686,600 122,612 CHF 139,478 CHF 100.00% 100.00%

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