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 1.25% 0.82 CHF 0.83 CHF 250,000 250,000 110,444 110,444 89,850 CHF 90,957 CHF 99.55% 99.55%
18/12/2024 1.31% 0.79 CHF 0.80 CHF 245,000 245,000 109,936 109,936 85,366 CHF 86,468 CHF 99.12% 99.12%
17/12/2024 1.34% 0.76 CHF 0.77 CHF 240,000 240,000 107,077 107,077 81,114 CHF 82,187 CHF 100.00% 100.00%
16/12/2024 1.47% 0.74 CHF 0.75 CHF 240,000 240,000 104,131 104,131 73,075 CHF 74,118 CHF 99.83% 99.83%
13/12/2024 1.49% 0.68 CHF 0.69 CHF 230,000 230,000 102,636 102,636 69,638 CHF 70,668 CHF 99.98% 99.98%
12/12/2024 1.54% 0.66 CHF 0.67 CHF 230,000 230,000 102,793 102,793 67,889 CHF 68,919 CHF 100.00% 100.00%
11/12/2024 1.55% 0.65 CHF 0.66 CHF 230,000 230,000 102,705 102,705 67,266 CHF 68,296 CHF 100.00% 100.00%
10/12/2024 1.57% 0.65 CHF 0.66 CHF 230,000 230,000 102,848 102,848 66,501 CHF 67,532 CHF 100.00% 100.00%
09/12/2024 1.63% 0.64 CHF 0.65 CHF 230,000 230,000 101,714 101,714 63,421 CHF 64,440 CHF 100.00% 100.00%
06/12/2024 1.60% 0.64 CHF 0.65 CHF 230,000 230,000 103,184 103,184 65,790 CHF 66,824 CHF 97.26% 97.26%

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