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 1.80% 0.53 CHF 0.54 CHF 57,000 57,000 54,578 54,578 30,184 CHF 30,731 CHF 100.00% 100.00%
18/12/2024 1.55% 0.61 CHF 0.62 CHF 56,000 56,000 53,621 53,621 34,364 CHF 34,901 CHF 100.00% 100.00%
17/12/2024 1.51% 0.68 CHF 0.69 CHF 55,000 55,000 53,568 53,568 35,134 CHF 35,670 CHF 100.00% 100.00%
16/12/2024 1.34% 0.72 CHF 0.73 CHF 55,000 55,000 53,078 53,078 39,289 CHF 39,820 CHF 100.00% 100.00%
13/12/2024 1.20% 0.78 CHF 0.79 CHF 54,000 54,000 52,354 52,354 43,517 CHF 44,041 CHF 100.00% 100.00%
12/12/2024 1.04% 0.88 CHF 0.89 CHF 53,000 53,000 51,084 51,084 49,065 CHF 49,576 CHF 100.00% 100.00%
11/12/2024 1.04% 0.98 CHF 0.99 CHF 52,000 52,000 51,191 51,191 49,251 CHF 49,763 CHF 100.00% 100.00%
10/12/2024 1.01% 1.00 CHF 1.01 CHF 52,000 52,000 51,021 51,021 50,298 CHF 50,808 CHF 100.00% 100.00%
09/12/2024 0.98% 1.02 CHF 1.03 CHF 52,000 52,000 50,817 50,817 51,527 CHF 52,035 CHF 100.00% 100.00%
06/12/2024 1.18% 0.79 CHF 0.80 CHF 55,000 55,000 52,647 52,647 44,333 CHF 44,860 CHF 100.00% 100.00%

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