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 0.06% 16.52 CHF 16.53 CHF 160,000 160,000 159,640 159,640 2,664,500 CHF 2,666,090 CHF 99.72% 99.72%
18/12/2024 0.06% 17.86 CHF 17.87 CHF 150,000 150,000 149,667 149,667 2,683,950 CHF 2,685,450 CHF 100.00% 100.00%
17/12/2024 0.06% 17.98 CHF 17.99 CHF 160,000 160,000 159,638 159,638 2,873,340 CHF 2,874,930 CHF 99.62% 99.62%
16/12/2024 0.06% 17.89 CHF 17.90 CHF 160,000 160,000 159,647 159,647 2,813,080 CHF 2,814,680 CHF 100.00% 100.00%
13/12/2024 0.06% 17.28 CHF 17.29 CHF 160,000 160,000 159,647 159,647 2,790,950 CHF 2,792,550 CHF 100.00% 100.00%
12/12/2024 0.06% 17.26 CHF 17.27 CHF 150,000 150,000 149,671 149,671 2,579,100 CHF 2,580,600 CHF 100.00% 100.00%
11/12/2024 0.06% 17.19 CHF 17.20 CHF 160,000 160,000 159,646 159,646 2,678,110 CHF 2,679,710 CHF 100.00% 100.00%
10/12/2024 0.06% 16.73 CHF 16.74 CHF 160,000 160,000 159,648 159,648 2,666,520 CHF 2,668,120 CHF 100.00% 100.00%
09/12/2024 0.06% 16.58 CHF 16.59 CHF 160,000 160,000 159,642 159,642 2,692,540 CHF 2,694,140 CHF 100.00% 100.00%
06/12/2024 0.06% 16.80 CHF 16.81 CHF 150,000 150,000 149,624 149,624 2,489,990 CHF 2,491,480 CHF 99.85% 99.85%

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