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 0.47% 5.01 CHF 5.02 CHF 50,000 50,000 22,509 22,509 113,078 CHF 113,495 CHF 99.85% 99.85%
18/12/2024 0.45% 5.12 CHF 5.13 CHF 49,000 49,000 22,382 22,382 115,770 CHF 116,179 CHF 99.13% 99.13%
17/12/2024 0.44% 5.27 CHF 5.28 CHF 48,000 48,000 21,599 21,599 114,295 CHF 114,686 CHF 100.00% 100.00%
16/12/2024 0.41% 5.36 CHF 5.37 CHF 48,000 48,000 21,173 21,173 117,404 CHF 117,788 CHF 99.82% 99.82%
13/12/2024 0.41% 5.67 CHF 5.68 CHF 46,000 46,000 20,850 20,850 118,160 CHF 118,542 CHF 100.00% 100.00%
12/12/2024 0.41% 5.70 CHF 5.71 CHF 46,000 46,000 20,906 20,906 119,224 CHF 119,605 CHF 100.00% 100.00%
11/12/2024 0.41% 5.74 CHF 5.75 CHF 46,000 46,000 20,865 20,865 118,780 CHF 119,161 CHF 100.00% 100.00%
10/12/2024 0.41% 5.69 CHF 5.70 CHF 46,000 46,000 20,924 20,924 119,218 CHF 119,600 CHF 100.00% 100.00%
09/12/2024 0.40% 5.71 CHF 5.72 CHF 46,000 46,000 20,657 20,657 119,696 CHF 120,073 CHF 100.00% 100.00%
06/12/2024 0.41% 5.72 CHF 5.73 CHF 46,000 46,000 20,984 20,984 119,844 CHF 120,226 CHF 97.26% 97.26%

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