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 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,053 250,000 4,965 CHF 3,750 CHF 98.15% 98.15%
18/12/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,548 250,000 4,968 CHF 3,750 CHF 96.33% 96.33%
17/12/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.36% 99.36%
16/12/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,000 CHF 3,750 CHF 99.39% 99.39%
13/12/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,836 250,000 4,979 CHF 3,750 CHF 99.38% 99.38%
12/12/2024 98.58% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,539 250,000 5,185 CHF 3,803 CHF 95.20% 95.20%
11/12/2024 99.83% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,025 CHF 3,756 CHF 99.37% 99.37%
10/12/2024 78.40% 0.01 CHF 0.02 CHF 1,000,000 250,000 991,974 250,000 8,159 CHF 4,560 CHF 99.39% 99.39%
09/12/2024 75.45% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 8,682 CHF 4,671 CHF 99.38% 99.38%
06/12/2024 94.31% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,853 CHF 3,963 CHF 99.39% 99.39%

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