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 2.20% 1.77 CHF 1.94 CHF 75,000 100,000 179,485 179,485 345,457 CHF 352,871 CHF 22.86% 82.66%
18/12/2024 1.70% 2.27 CHF 2.31 CHF 200,000 200,000 200,000 200,000 465,752 CHF 473,752 CHF 96.60% 96.60%
17/12/2024 1.57% 2.46 CHF 2.50 CHF 200,000 200,000 200,000 200,000 477,276 CHF 484,845 CHF 96.08% 96.08%
16/12/2024 0.85% 2.39 CHF 2.41 CHF 200,000 200,000 200,000 200,000 467,453 CHF 471,453 CHF 89.16% 89.16%
13/12/2024 0.82% 2.36 CHF 2.38 CHF 200,000 200,000 200,000 200,000 485,413 CHF 489,413 CHF 97.38% 97.38%
12/12/2024 0.90% 2.43 CHF 2.45 CHF 200,000 200,000 185,652 185,652 448,392 CHF 452,306 CHF 85.23% 85.23%
11/12/2024 0.85% 2.37 CHF 2.39 CHF 200,000 200,000 200,000 200,000 468,417 CHF 472,417 CHF 97.55% 97.55%
10/12/2024 0.83% 2.33 CHF 2.35 CHF 200,000 200,000 200,000 200,000 480,942 CHF 484,942 CHF 99.82% 99.82%
09/12/2024 1.18% 2.50 CHF 2.53 CHF 100,000 100,000 100,000 100,000 253,715 CHF 256,715 CHF 100.00% 100.00%
06/12/2024 1.16% 2.56 CHF 2.59 CHF 100,000 100,000 100,000 100,000 256,437 CHF 259,437 CHF 98.18% 98.18%

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