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 0.28% 3.55 CHF 3.56 CHF 95,000 95,000 94,308 94,308 336,067 CHF 337,010 CHF 100.00% 100.00%
18/12/2024 0.26% 3.75 CHF 3.76 CHF 90,000 90,000 89,931 89,931 339,580 CHF 340,480 CHF 100.00% 100.00%
17/12/2024 0.26% 3.81 CHF 3.82 CHF 90,000 90,000 90,000 90,000 344,807 CHF 345,707 CHF 100.00% 100.00%
16/12/2024 0.26% 3.85 CHF 3.86 CHF 90,000 90,000 88,817 88,817 344,593 CHF 345,482 CHF 100.00% 100.00%
13/12/2024 0.26% 3.88 CHF 3.89 CHF 90,000 90,000 85,909 85,909 335,338 CHF 336,199 CHF 100.00% 100.00%
12/12/2024 0.26% 3.90 CHF 3.91 CHF 85,000 85,000 88,318 88,318 343,452 CHF 344,336 CHF 100.00% 100.00%
11/12/2024 0.26% 3.85 CHF 3.86 CHF 90,000 90,000 89,717 89,717 345,697 CHF 346,597 CHF 100.00% 100.00%
10/12/2024 0.26% 3.82 CHF 3.83 CHF 90,000 90,000 89,843 89,843 345,433 CHF 346,332 CHF 100.00% 100.00%
09/12/2024 0.25% 3.92 CHF 3.93 CHF 85,000 85,000 85,000 85,000 337,197 CHF 338,047 CHF 100.00% 100.00%
06/12/2024 0.25% 3.95 CHF 3.96 CHF 85,000 85,000 85,000 85,000 338,571 CHF 339,421 CHF 100.00% 100.00%

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