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 3.54% 0.26 CHF 0.27 CHF 200,000 100,000 183,821 99,817 51,049 CHF 28,764 CHF 98.42% 98.42%
18/12/2024 2.72% 0.35 CHF 0.36 CHF 150,000 100,000 142,319 100,000 51,697 CHF 37,366 CHF 99.65% 99.65%
17/12/2024 2.35% 0.42 CHF 0.43 CHF 120,000 100,000 123,469 100,000 51,841 CHF 43,024 CHF 99.39% 99.39%
16/12/2024 2.40% 0.42 CHF 0.43 CHF 120,000 100,000 126,580 100,000 52,171 CHF 42,247 CHF 100.00% 100.00%
13/12/2024 2.00% 0.45 CHF 0.46 CHF 120,000 100,000 104,280 100,000 51,632 CHF 50,610 CHF 100.00% 100.00%
12/12/2024 1.99% 0.50 CHF 0.51 CHF 100,000 100,000 98,624 95,541 52,265 CHF 51,432 CHF 97.51% 97.51%
11/12/2024 1.99% 0.54 CHF 0.55 CHF 100,000 100,000 106,419 100,000 52,895 CHF 50,790 CHF 99.33% 99.33%
10/12/2024 1.77% 0.52 CHF 0.53 CHF 100,000 100,000 100,000 100,000 55,981 CHF 56,981 CHF 100.00% 100.00%
09/12/2024 1.65% 0.60 CHF 0.61 CHF 100,000 100,000 100,000 100,000 60,211 CHF 61,211 CHF 100.00% 100.00%
06/12/2024 1.78% 0.57 CHF 0.58 CHF 100,000 100,000 100,000 100,000 55,691 CHF 56,691 CHF 99.55% 99.55%

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