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 0.76% 3.62 CHF 3.64 CHF 50,000 50,000 50,000 50,000 182,877 CHF 184,273 CHF 12.68% 53.51%
18/12/2024 0.59% 3.94 CHF 3.96 CHF 50,000 50,000 50,000 50,000 198,749 CHF 199,930 CHF 24.72% 24.72%
17/12/2024 0.57% 4.04 CHF 4.06 CHF 50,000 50,000 50,000 50,000 203,839 CHF 204,997 CHF 69.77% 69.77%
16/12/2024 0.55% 4.11 CHF 4.14 CHF 50,000 50,000 50,000 50,000 207,677 CHF 208,820 CHF 79.57% 79.57%
13/12/2024 0.58% 4.15 CHF 4.17 CHF 50,000 50,000 50,000 50,000 209,627 CHF 210,855 CHF 100.00% 100.00%
12/12/2024 0.60% 4.19 CHF 4.21 CHF 50,000 50,000 50,000 50,000 208,450 CHF 209,713 CHF 89.90% 89.90%
11/12/2024 0.61% 4.11 CHF 4.13 CHF 50,000 50,000 50,000 50,000 205,464 CHF 206,712 CHF 98.59% 98.59%
10/12/2024 0.56% 4.06 CHF 4.08 CHF 50,000 50,000 50,000 50,000 204,858 CHF 206,009 CHF 100.00% 100.00%
09/12/2024 0.70% 4.22 CHF 4.25 CHF 50,000 50,000 50,000 50,000 214,853 CHF 216,353 CHF 99.74% 99.74%
06/12/2024 0.73% 4.27 CHF 4.30 CHF 50,000 50,000 50,000 50,000 216,045 CHF 217,634 CHF 99.40% 99.40%

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