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 0.33% 2.97 CHF 2.98 CHF 95,000 95,000 94,308 94,308 281,605 CHF 282,548 CHF 100.00% 100.00%
18/12/2024 0.31% 3.17 CHF 3.18 CHF 90,000 90,000 89,930 89,930 287,787 CHF 288,687 CHF 100.00% 100.00%
17/12/2024 0.31% 3.24 CHF 3.25 CHF 90,000 90,000 90,000 90,000 293,208 CHF 294,108 CHF 100.00% 100.00%
16/12/2024 0.30% 3.28 CHF 3.29 CHF 90,000 90,000 88,817 88,817 293,504 CHF 294,393 CHF 100.00% 100.00%
13/12/2024 0.30% 3.30 CHF 3.31 CHF 90,000 90,000 85,911 85,911 285,916 CHF 286,776 CHF 100.00% 100.00%
12/12/2024 0.30% 3.32 CHF 3.33 CHF 85,000 85,000 88,319 88,319 292,769 CHF 293,654 CHF 100.00% 100.00%
11/12/2024 0.31% 3.28 CHF 3.29 CHF 90,000 90,000 89,716 89,716 294,360 CHF 295,260 CHF 100.00% 100.00%
10/12/2024 0.31% 3.25 CHF 3.26 CHF 90,000 90,000 89,843 89,843 293,997 CHF 294,896 CHF 100.00% 100.00%
09/12/2024 0.29% 3.35 CHF 3.36 CHF 85,000 85,000 85,000 85,000 288,608 CHF 289,458 CHF 100.00% 100.00%
06/12/2024 0.29% 3.38 CHF 3.39 CHF 85,000 85,000 85,000 85,000 289,973 CHF 290,823 CHF 100.00% 100.00%

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