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 2.15% 0.47 CHF 0.48 CHF 100,000 100,000 99,724 99,724 46,439 CHF 47,444 CHF 99.70% 99.70%
18/12/2024 2.49% 0.41 CHF 0.42 CHF 100,000 100,000 99,772 99,772 39,999 CHF 41,005 CHF 100.00% 100.00%
17/12/2024 2.53% 0.38 CHF 0.39 CHF 100,000 100,000 99,750 99,750 39,264 CHF 40,270 CHF 100.00% 100.00%
16/12/2024 2.50% 0.39 CHF 0.40 CHF 100,000 100,000 99,741 99,741 39,848 CHF 40,853 CHF 98.89% 98.89%
13/12/2024 2.56% 0.40 CHF 0.41 CHF 100,000 100,000 99,754 99,754 38,861 CHF 39,866 CHF 100.00% 100.00%
12/12/2024 2.56% 0.39 CHF 0.40 CHF 738,000 100,000 732,218 99,729 284,818 CHF 39,798 CHF 100.00% 100.00%
11/12/2024 2.48% 0.40 CHF 0.41 CHF 715,000 100,000 710,017 99,704 285,351 CHF 41,073 CHF 100.00% 100.00%
10/12/2024 2.54% 0.40 CHF 0.41 CHF 780,000 100,000 772,024 99,770 303,415 CHF 40,222 CHF 100.00% 100.00%
09/12/2024 2.65% 0.38 CHF 0.39 CHF 787,000 100,000 780,341 99,779 293,602 CHF 38,549 CHF 100.00% 100.00%
06/12/2024 2.68% 0.37 CHF 0.38 CHF 792,000 100,000 785,812 99,785 292,590 CHF 38,158 CHF 100.00% 100.00%

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