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 0.19% 5.15 CHF 5.16 CHF 510,000 510,000 478,875 478,875 2,532,620 CHF 2,537,400 CHF 98.77% 98.77%
18/12/2024 0.17% 5.72 CHF 5.73 CHF 510,000 510,000 510,000 510,000 2,957,210 CHF 2,962,310 CHF 100.00% 100.00%
17/12/2024 0.17% 5.75 CHF 5.76 CHF 510,000 510,000 510,000 510,000 2,985,490 CHF 2,990,590 CHF 99.37% 99.37%
16/12/2024 0.17% 5.87 CHF 5.88 CHF 510,000 510,000 509,999 509,999 3,010,520 CHF 3,015,620 CHF 99.42% 99.42%
13/12/2024 0.16% 5.98 CHF 5.99 CHF 510,000 510,000 510,000 510,000 3,134,080 CHF 3,139,180 CHF 100.00% 100.00%
12/12/2024 0.17% 6.02 CHF 6.03 CHF 510,000 510,000 508,952 508,952 3,065,100 CHF 3,070,200 CHF 98.68% 98.68%
11/12/2024 0.18% 5.99 CHF 6.00 CHF 510,000 510,000 505,394 505,394 2,968,390 CHF 2,973,470 CHF 99.55% 99.55%
10/12/2024 0.17% 5.87 CHF 5.88 CHF 510,000 510,000 510,000 510,000 3,000,630 CHF 3,005,730 CHF 100.00% 100.00%
09/12/2024 0.17% 5.87 CHF 5.88 CHF 510,000 510,000 510,000 510,000 3,034,150 CHF 3,039,250 CHF 97.80% 97.80%
06/12/2024 0.17% 5.95 CHF 5.96 CHF 510,000 510,000 509,831 509,831 3,055,340 CHF 3,060,440 CHF 98.93% 98.93%

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