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 1,000,000 250,000 993,048 250,000 4,965 CHF 3,750 CHF 98.13% 98.13%
18/12/2024 100.00% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,631 250,000 4,968 CHF 3,750 CHF 96.28% 96.28%
17/12/2024 95.75% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,637 CHF 3,909 CHF 99.36% 99.36%
16/12/2024 98.38% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 5,243 CHF 3,811 CHF 99.38% 99.38%
13/12/2024 98.01% 0.01 CHF 0.02 CHF 1,000,000 250,000 995,834 250,000 5,278 CHF 3,825 CHF 99.38% 99.38%
12/12/2024 92.50% 0.01 CHF 0.02 CHF 1,000,000 250,000 994,594 250,000 6,098 CHF 4,031 CHF 95.21% 95.21%
11/12/2024 73.56% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 9,083 CHF 4,771 CHF 99.38% 99.38%
10/12/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 991,973 250,000 9,920 CHF 5,000 CHF 99.37% 99.37%
09/12/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.38% 99.38%
06/12/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 250,000 1,000,000 250,000 10,000 CHF 5,000 CHF 99.38% 99.38%

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