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 6.73% 0.15 CHF 0.16 CHF 1,000,000 1,000,000 938,964 938,964 134,925 CHF 144,315 CHF 98.77% 98.77%
18/12/2024 7.33% 0.13 CHF 0.14 CHF 1,000,000 1,000,000 1,000,000 1,000,000 131,562 CHF 141,562 CHF 100.00% 100.00%
17/12/2024 7.14% 0.14 CHF 0.15 CHF 1,000,000 1,000,000 1,000,000 1,000,000 135,131 CHF 145,131 CHF 99.37% 99.37%
16/12/2024 7.14% 0.14 CHF 0.15 CHF 1,000,000 1,000,000 1,000,000 1,000,000 134,980 CHF 144,980 CHF 99.42% 99.42%
13/12/2024 7.23% 0.14 CHF 0.15 CHF 1,000,000 1,000,000 1,000,000 1,000,000 133,338 CHF 143,338 CHF 100.00% 100.00%
12/12/2024 7.29% 0.13 CHF 0.14 CHF 1,000,000 1,000,000 998,005 998,005 133,192 CHF 143,181 CHF 98.68% 98.68%
11/12/2024 7.51% 0.13 CHF 0.14 CHF 1,000,000 1,000,000 990,960 990,960 132,237 CHF 142,187 CHF 99.55% 99.55%
10/12/2024 7.26% 0.13 CHF 0.14 CHF 1,000,000 1,000,000 1,000,000 1,000,000 132,696 CHF 142,696 CHF 100.00% 100.00%
09/12/2024 7.54% 0.13 CHF 0.14 CHF 1,000,000 1,000,000 1,000,000 1,000,000 127,603 CHF 137,603 CHF 97.80% 97.80%
06/12/2024 7.57% 0.13 CHF 0.14 CHF 1,000,000 1,000,000 999,688 999,688 127,103 CHF 137,103 CHF 98.93% 98.93%

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