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 0.83% 95.90 % 96.70 % 500,000 500,000 500,000 500,000 478,336 CHF 482,336 CHF 99.52% 99.52%
18/12/2024 0.83% 96.00 % 96.80 % 500,000 500,000 500,000 500,000 480,747 CHF 484,747 CHF 100.00% 100.00%
17/12/2024 1.03% 96.20 % 97.20 % 500,000 500,000 500,000 500,000 481,491 CHF 486,491 CHF 100.00% 100.00%
16/12/2024 1.02% 97.00 % 98.00 % 500,000 500,000 500,000 500,000 485,417 CHF 490,417 CHF 99.57% 99.57%
13/12/2024 0.81% 97.80 % 98.60 % 500,000 500,000 500,000 500,000 490,904 CHF 494,904 CHF 100.00% 100.00%
12/12/2024 0.81% 98.70 % 99.50 % 500,000 500,000 500,000 500,000 494,122 CHF 498,122 CHF 100.00% 100.00%
11/12/2024 1.01% 98.50 % 99.50 % 500,000 500,000 500,000 500,000 493,894 CHF 498,894 CHF 98.65% 98.65%
10/12/2024 1.00% 99.00 % 100.00 % 500,000 500,000 500,000 500,000 495,224 CHF 500,224 CHF 100.00% 100.00%
09/12/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 496,025 CHF 500,025 CHF 99.11% 99.11%
06/12/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 496,831 CHF 500,831 CHF 97.20% 97.20%

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