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 0.85% 6.01 CHF 6.06 CHF 10,000 10,000 10,000 10,000 58,774 CHF 59,274 CHF 99.48% 99.48%
18/12/2024 0.81% 6.01 CHF 6.06 CHF 10,000 10,000 10,000 10,000 61,364 CHF 61,864 CHF 96.57% 96.57%
17/12/2024 0.78% 6.38 CHF 6.43 CHF 10,000 10,000 10,000 10,000 64,244 CHF 64,744 CHF 99.56% 99.56%
16/12/2024 0.77% 6.54 CHF 6.59 CHF 10,000 10,000 10,000 10,000 64,422 CHF 64,922 CHF 96.52% 96.52%
13/12/2024 0.86% 5.95 CHF 6.00 CHF 10,000 10,000 10,000 10,000 58,238 CHF 58,738 CHF 99.51% 99.51%
12/12/2024 0.78% 6.30 CHF 6.35 CHF 10,000 10,000 10,000 10,000 63,780 CHF 64,280 CHF 99.56% 99.56%
11/12/2024 0.77% 6.43 CHF 6.48 CHF 10,000 10,000 10,000 10,000 64,591 CHF 65,091 CHF 99.53% 99.53%
10/12/2024 0.75% 6.54 CHF 6.59 CHF 10,000 10,000 10,000 10,000 66,631 CHF 67,131 CHF 99.50% 99.50%
09/12/2024 0.70% 7.04 CHF 7.09 CHF 10,000 10,000 10,000 10,000 71,383 CHF 71,883 CHF 99.54% 99.54%
06/12/2024 1.34% 7.52 CHF 7.62 CHF 10,000 5,000 10,000 5,000 74,232 CHF 37,616 CHF 99.55% 99.55%

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