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 0.66% 1.55 CHF 1.56 CHF 500,000 500,000 500,000 500,000 754,910 CHF 759,910 CHF 100.00% 100.00%
18/12/2024 0.68% 1.43 CHF 1.44 CHF 500,000 500,000 499,844 499,844 735,178 CHF 740,178 CHF 100.00% 100.00%
17/12/2024 0.66% 1.56 CHF 1.57 CHF 500,000 500,000 500,000 500,000 761,020 CHF 766,020 CHF 100.00% 100.00%
16/12/2024 0.69% 1.45 CHF 1.46 CHF 500,000 500,000 499,727 499,727 721,680 CHF 726,680 CHF 100.00% 100.00%
13/12/2024 0.68% 1.45 CHF 1.46 CHF 500,000 500,000 499,604 499,604 729,575 CHF 734,575 CHF 99.89% 99.89%
12/12/2024 0.67% 1.57 CHF 1.58 CHF 500,000 500,000 499,636 499,636 746,059 CHF 751,059 CHF 100.00% 100.00%
11/12/2024 0.65% 1.52 CHF 1.53 CHF 500,000 500,000 499,125 499,125 766,240 CHF 771,240 CHF 100.00% 100.00%
10/12/2024 0.62% 1.55 CHF 1.56 CHF 500,000 500,000 500,000 500,000 804,001 CHF 809,001 CHF 100.00% 100.00%
09/12/2024 0.62% 1.56 CHF 1.57 CHF 500,000 500,000 500,000 500,000 801,199 CHF 806,199 CHF 99.85% 99.85%
06/12/2024 0.60% 1.68 CHF 1.69 CHF 500,000 500,000 500,000 500,000 826,672 CHF 831,672 CHF 100.00% 100.00%

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