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 4.02% 0.24 CHF 0.25 CHF 305,000 305,000 302,584 302,584 74,026 CHF 77,058 CHF 100.00% 100.00%
18/12/2024 4.25% 0.24 CHF 0.25 CHF 305,000 305,000 303,651 303,651 69,942 CHF 72,980 CHF 100.00% 100.00%
17/12/2024 4.56% 0.22 CHF 0.23 CHF 310,000 310,000 305,997 305,997 65,542 CHF 68,602 CHF 100.00% 100.00%
16/12/2024 4.66% 0.21 CHF 0.22 CHF 310,000 310,000 307,575 307,575 64,740 CHF 67,817 CHF 100.00% 100.00%
13/12/2024 3.87% 0.25 CHF 0.26 CHF 300,000 300,000 299,348 299,348 76,098 CHF 79,094 CHF 100.00% 100.00%
12/12/2024 4.56% 0.22 CHF 0.23 CHF 310,000 310,000 308,512 308,512 66,258 CHF 69,345 CHF 100.00% 100.00%
11/12/2024 4.73% 0.21 CHF 0.22 CHF 315,000 315,000 311,040 311,040 64,441 CHF 67,556 CHF 100.00% 100.00%
10/12/2024 5.01% 0.20 CHF 0.21 CHF 315,000 315,000 313,843 313,843 61,163 CHF 64,302 CHF 100.00% 100.00%
09/12/2024 5.70% 0.18 CHF 0.19 CHF 320,000 320,000 318,680 318,680 54,384 CHF 57,571 CHF 100.00% 100.00%
06/12/2024 6.28% 0.15 CHF 0.16 CHF 325,000 325,000 322,507 322,507 49,781 CHF 53,006 CHF 100.00% 100.00%

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