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
23/12/2024 0.06% 15.99 CHF 16.00 CHF 45,000 45,000 45,000 45,000 721,317 CHF 721,767 CHF 100.00% 100.00%
20/12/2024 0.07% 16.00 CHF 16.01 CHF 45,000 45,000 45,000 45,000 685,489 CHF 685,939 CHF 100.00% 100.00%
19/12/2024 0.06% 15.70 CHF 15.71 CHF 45,000 45,000 45,000 45,000 709,503 CHF 709,953 CHF 99.78% 99.78%
18/12/2024 0.06% 16.99 CHF 17.00 CHF 45,000 45,000 45,000 45,000 765,359 CHF 765,809 CHF 99.57% 99.57%
17/12/2024 0.06% 16.99 CHF 17.00 CHF 45,000 45,000 45,000 45,000 765,209 CHF 765,659 CHF 100.00% 100.00%
16/12/2024 0.06% 17.13 CHF 17.14 CHF 45,000 45,000 45,000 45,000 764,403 CHF 764,853 CHF 100.00% 100.00%
13/12/2024 0.06% 16.78 CHF 16.79 CHF 45,000 45,000 45,000 45,000 767,832 CHF 768,282 CHF 99.80% 99.80%
12/12/2024 0.06% 17.05 CHF 17.06 CHF 45,000 45,000 45,000 45,000 764,980 CHF 765,430 CHF 99.58% 99.58%
11/12/2024 0.06% 16.96 CHF 16.97 CHF 45,000 45,000 45,000 45,000 752,832 CHF 753,282 CHF 100.00% 100.00%
10/12/2024 0.06% 16.76 CHF 16.77 CHF 45,000 45,000 45,000 45,000 752,571 CHF 753,021 CHF 100.00% 100.00%

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