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 0.15% 6.64 CHF 6.65 CHF 510,000 510,000 478,890 478,890 3,247,160 CHF 3,251,950 CHF 98.76% 98.76%
18/12/2024 0.14% 7.22 CHF 7.23 CHF 510,000 510,000 510,000 510,000 3,721,680 CHF 3,726,780 CHF 100.00% 100.00%
17/12/2024 0.14% 7.25 CHF 7.26 CHF 510,000 510,000 510,000 510,000 3,752,190 CHF 3,757,290 CHF 99.37% 99.37%
16/12/2024 0.14% 7.37 CHF 7.38 CHF 510,000 510,000 509,999 509,999 3,774,190 CHF 3,779,290 CHF 99.39% 99.39%
13/12/2024 0.13% 7.48 CHF 7.49 CHF 510,000 510,000 510,000 510,000 3,897,800 CHF 3,902,900 CHF 100.00% 100.00%
12/12/2024 0.13% 7.51 CHF 7.52 CHF 510,000 510,000 508,983 508,983 3,822,910 CHF 3,828,000 CHF 98.68% 98.68%
11/12/2024 0.14% 7.47 CHF 7.48 CHF 510,000 510,000 505,390 505,390 3,717,250 CHF 3,722,320 CHF 99.55% 99.55%
10/12/2024 0.14% 7.35 CHF 7.36 CHF 510,000 510,000 510,000 510,000 3,754,850 CHF 3,759,950 CHF 100.00% 100.00%
09/12/2024 0.13% 7.35 CHF 7.36 CHF 510,000 510,000 510,000 510,000 3,790,280 CHF 3,795,380 CHF 97.79% 97.79%
06/12/2024 0.13% 7.43 CHF 7.44 CHF 510,000 510,000 509,842 509,842 3,810,370 CHF 3,815,470 CHF 98.93% 98.93%

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