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 1.50% 0.65 CHF 0.66 CHF 100,000 100,000 99,260 99,260 66,423 CHF 67,418 CHF 99.68% 99.68%
18/12/2024 1.19% 0.82 CHF 0.83 CHF 100,000 100,000 99,232 99,232 83,443 CHF 84,438 CHF 100.00% 100.00%
17/12/2024 1.17% 0.89 CHF 0.90 CHF 100,000 100,000 99,241 99,241 85,484 CHF 86,479 CHF 100.00% 100.00%
16/12/2024 1.20% 0.86 CHF 0.87 CHF 100,000 100,000 99,233 99,233 83,406 CHF 84,401 CHF 98.89% 98.89%
13/12/2024 1.15% 0.85 CHF 0.86 CHF 100,000 100,000 99,236 99,236 87,017 CHF 88,012 CHF 100.00% 100.00%
12/12/2024 1.15% 0.88 CHF 0.89 CHF 273,000 100,000 270,722 99,244 237,362 CHF 88,011 CHF 100.00% 100.00%
11/12/2024 1.19% 0.85 CHF 0.86 CHF 281,000 100,000 278,726 99,250 235,104 CHF 84,716 CHF 100.00% 100.00%
10/12/2024 1.15% 0.84 CHF 0.85 CHF 255,000 100,000 251,778 99,221 219,717 CHF 87,581 CHF 100.00% 100.00%
09/12/2024 1.09% 0.91 CHF 0.92 CHF 249,000 100,000 246,869 99,216 228,488 CHF 92,826 CHF 100.00% 100.00%
06/12/2024 1.07% 0.94 CHF 0.95 CHF 246,000 100,000 244,415 99,216 228,634 CHF 93,807 CHF 100.00% 100.00%

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