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 0.32% 3.23 CHF 3.24 CHF 100,000 100,000 99,163 99,163 317,353 CHF 318,347 CHF 99.67% 99.67%
18/12/2024 0.34% 2.98 CHF 2.99 CHF 100,000 100,000 99,169 99,169 292,839 CHF 293,833 CHF 100.00% 100.00%
17/12/2024 0.34% 2.89 CHF 2.90 CHF 100,000 100,000 99,164 99,164 290,552 CHF 291,546 CHF 100.00% 100.00%
16/12/2024 0.34% 2.93 CHF 2.94 CHF 100,000 100,000 99,157 99,157 293,308 CHF 294,302 CHF 98.89% 98.89%
13/12/2024 0.35% 2.94 CHF 2.95 CHF 100,000 100,000 99,165 99,165 288,713 CHF 289,706 CHF 100.00% 100.00%
12/12/2024 0.35% 2.91 CHF 2.92 CHF 197,000 100,000 195,198 99,163 568,485 CHF 289,790 CHF 100.00% 100.00%
11/12/2024 0.34% 2.95 CHF 2.96 CHF 193,000 100,000 191,914 99,159 567,983 CHF 294,458 CHF 100.00% 100.00%
10/12/2024 0.34% 2.96 CHF 2.97 CHF 203,000 100,000 200,934 99,168 588,219 CHF 291,301 CHF 100.00% 100.00%
09/12/2024 0.35% 2.88 CHF 2.89 CHF 204,000 100,000 201,960 99,171 578,001 CHF 284,816 CHF 100.00% 100.00%
06/12/2024 0.35% 2.85 CHF 2.86 CHF 204,000 100,000 202,372 99,172 576,919 CHF 283,710 CHF 100.00% 100.00%

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