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 0.09% 10.78 CHF 10.79 CHF 160,000 160,000 159,637 159,637 1,748,620 CHF 1,750,220 CHF 99.69% 99.69%
18/12/2024 0.08% 12.15 CHF 12.16 CHF 160,000 160,000 159,642 159,642 1,950,720 CHF 1,952,320 CHF 100.00% 100.00%
17/12/2024 0.08% 12.26 CHF 12.27 CHF 160,000 160,000 159,641 159,641 1,958,750 CHF 1,960,350 CHF 99.62% 99.62%
16/12/2024 0.08% 12.18 CHF 12.19 CHF 160,000 160,000 159,643 159,643 1,902,450 CHF 1,904,040 CHF 100.00% 100.00%
13/12/2024 0.09% 11.57 CHF 11.58 CHF 160,000 160,000 159,645 159,645 1,879,140 CHF 1,880,740 CHF 100.00% 100.00%
12/12/2024 0.09% 11.58 CHF 11.59 CHF 160,000 160,000 159,646 159,646 1,845,350 CHF 1,846,950 CHF 100.00% 100.00%
11/12/2024 0.09% 11.55 CHF 11.56 CHF 160,000 160,000 159,642 159,642 1,777,140 CHF 1,778,730 CHF 100.00% 100.00%
10/12/2024 0.09% 11.10 CHF 11.11 CHF 160,000 160,000 159,644 159,644 1,768,960 CHF 1,770,560 CHF 100.00% 100.00%
09/12/2024 0.09% 10.98 CHF 10.99 CHF 160,000 160,000 159,643 159,643 1,796,730 CHF 1,798,330 CHF 100.00% 100.00%
06/12/2024 0.09% 11.20 CHF 11.21 CHF 160,000 160,000 159,595 159,595 1,761,680 CHF 1,763,280 CHF 99.85% 99.85%

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