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 0.53% 1.86 CHF 1.87 CHF 100,000 100,000 99,094 99,094 189,197 CHF 190,189 CHF 99.70% 99.70%
18/12/2024 0.44% 2.24 CHF 2.25 CHF 100,000 100,000 99,084 99,084 226,545 CHF 227,537 CHF 100.00% 100.00%
17/12/2024 0.43% 2.39 CHF 2.40 CHF 100,000 100,000 99,087 99,087 230,732 CHF 231,724 CHF 100.00% 100.00%
16/12/2024 0.44% 2.32 CHF 2.33 CHF 100,000 100,000 99,079 99,079 226,372 CHF 227,364 CHF 98.89% 98.89%
13/12/2024 0.43% 2.31 CHF 2.32 CHF 100,000 100,000 99,085 99,085 234,134 CHF 235,126 CHF 100.00% 100.00%
12/12/2024 0.43% 2.37 CHF 2.38 CHF 125,000 100,000 124,018 99,088 293,030 CHF 235,125 CHF 100.00% 100.00%
11/12/2024 0.44% 2.31 CHF 2.32 CHF 128,000 100,000 126,941 99,090 290,781 CHF 227,981 CHF 100.00% 100.00%
10/12/2024 0.43% 2.30 CHF 2.31 CHF 119,000 100,000 117,128 99,078 275,416 CHF 233,974 CHF 100.00% 100.00%
09/12/2024 0.41% 2.44 CHF 2.45 CHF 116,000 100,000 115,464 99,079 284,677 CHF 245,280 CHF 100.00% 100.00%
06/12/2024 0.41% 2.49 CHF 2.50 CHF 115,000 100,000 114,587 99,076 284,993 CHF 247,413 CHF 100.00% 100.00%

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