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 0.73% 1.40 CHF 1.41 CHF 100,000 100,000 99,287 99,287 137,464 CHF 138,460 CHF 99.70% 99.70%
18/12/2024 0.82% 1.25 CHF 1.26 CHF 100,000 100,000 99,305 99,305 122,077 CHF 123,073 CHF 100.00% 100.00%
17/12/2024 0.83% 1.19 CHF 1.20 CHF 100,000 100,000 99,294 99,294 120,752 CHF 121,748 CHF 100.00% 100.00%
16/12/2024 0.82% 1.22 CHF 1.23 CHF 100,000 100,000 99,287 99,287 122,478 CHF 123,474 CHF 98.89% 98.89%
13/12/2024 0.84% 1.22 CHF 1.23 CHF 100,000 100,000 99,295 99,295 119,617 CHF 120,613 CHF 100.00% 100.00%
12/12/2024 0.84% 1.20 CHF 1.21 CHF 317,000 100,000 313,873 99,290 378,068 CHF 120,593 CHF 100.00% 100.00%
11/12/2024 0.82% 1.23 CHF 1.24 CHF 309,000 100,000 306,512 99,279 378,436 CHF 123,568 CHF 100.00% 100.00%
10/12/2024 0.83% 1.24 CHF 1.25 CHF 331,000 100,000 327,039 99,301 397,409 CHF 121,666 CHF 100.00% 100.00%
09/12/2024 0.86% 1.18 CHF 1.19 CHF 333,000 100,000 329,788 99,306 387,360 CHF 117,636 CHF 100.00% 100.00%
06/12/2024 0.86% 1.17 CHF 1.18 CHF 333,000 100,000 331,119 99,305 386,698 CHF 116,969 CHF 100.00% 100.00%

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