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 104.65% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,674 CHF 7,337 CHF 98.62% 98.62%
18/12/2024 103.56% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,707 CHF 7,353 CHF 98.93% 98.93%
17/12/2024 115.00% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,729 CHF 6,864 CHF 98.12% 98.12%
16/12/2024 119.17% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 3,437 CHF 6,718 CHF 99.17% 99.17%
13/12/2024 106.11% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 4,491 CHF 7,246 CHF 98.54% 98.54%
12/12/2024 143.58% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,970 CHF 5,985 CHF 99.21% 99.21%
11/12/2024 142.33% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,065 CHF 6,033 CHF 98.81% 98.81%
10/12/2024 156.42% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,455 CHF 5,727 CHF 98.93% 98.93%
09/12/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.98% 98.98%
06/12/2024 166.67% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,000 CHF 5,500 CHF 98.90% 98.90%

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