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 0.20% 14.60 CHF 14.63 CHF 150,000 150,000 150,000 150,000 2,253,200 CHF 2,257,700 CHF 100.00% 100.00%
18/12/2024 0.21% 18.50 CHF 18.54 CHF 125,000 125,000 124,736 124,736 2,334,920 CHF 2,339,920 CHF 100.00% 100.00%
17/12/2024 0.21% 18.77 CHF 18.81 CHF 125,000 125,000 125,000 125,000 2,356,200 CHF 2,361,200 CHF 100.00% 100.00%
16/12/2024 0.22% 18.66 CHF 18.70 CHF 125,000 125,000 124,694 124,694 2,239,520 CHF 2,244,510 CHF 100.00% 100.00%
13/12/2024 0.23% 17.05 CHF 17.09 CHF 150,000 150,000 150,000 150,000 2,642,520 CHF 2,648,520 CHF 100.00% 100.00%
12/12/2024 0.23% 17.12 CHF 17.16 CHF 125,000 125,000 124,717 124,717 2,130,590 CHF 2,135,590 CHF 99.80% 99.80%
11/12/2024 0.19% 17.13 CHF 17.16 CHF 150,000 150,000 149,654 149,654 2,415,220 CHF 2,419,710 CHF 100.00% 100.00%
10/12/2024 0.19% 16.09 CHF 16.12 CHF 150,000 150,000 150,000 150,000 2,413,090 CHF 2,417,590 CHF 100.00% 100.00%
09/12/2024 0.24% 15.87 CHF 15.91 CHF 150,000 150,000 150,000 150,000 2,488,800 CHF 2,494,800 CHF 100.00% 100.00%
06/12/2024 0.19% 16.47 CHF 16.50 CHF 150,000 150,000 149,522 149,522 2,405,390 CHF 2,409,890 CHF 99.78% 99.78%

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