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 26.63% 0.03 CHF 0.04 CHF 1,286,100 1,286,100 1,276,730 1,276,730 41,756 CHF 54,523 CHF 100.00% 100.00%
18/12/2024 18.49% 0.05 CHF 0.06 CHF 1,110,900 1,110,900 1,110,900 1,110,900 54,610 CHF 65,719 CHF 100.00% 100.00%
17/12/2024 17.11% 0.05 CHF 0.06 CHF 1,058,200 1,058,200 1,058,200 1,058,200 56,655 CHF 67,237 CHF 100.00% 100.00%
16/12/2024 16.35% 0.06 CHF 0.07 CHF 1,026,200 1,026,200 1,013,760 1,013,760 56,971 CHF 67,109 CHF 100.00% 100.00%
13/12/2024 15.57% 0.06 CHF 0.07 CHF 990,500 990,500 946,771 946,771 56,086 CHF 65,554 CHF 100.00% 100.00%
12/12/2024 15.79% 0.06 CHF 0.07 CHF 1,008,400 1,008,400 1,049,020 1,049,020 61,268 CHF 71,758 CHF 100.00% 100.00%
11/12/2024 16.65% 0.06 CHF 0.07 CHF 1,115,000 1,115,000 1,115,000 1,115,000 61,385 CHF 72,535 CHF 100.00% 100.00%
10/12/2024 16.62% 0.06 CHF 0.07 CHF 939,800 939,800 938,177 938,177 51,772 CHF 61,153 CHF 100.00% 100.00%
09/12/2024 13.97% 0.07 CHF 0.08 CHF 867,300 867,300 867,300 867,300 57,823 CHF 66,496 CHF 100.00% 100.00%
06/12/2024 13.57% 0.07 CHF 0.08 CHF 841,800 841,800 841,800 841,800 57,887 CHF 66,305 CHF 100.00% 100.00%

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