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 1.19% 1.32 CHF 1.33 CHF 100,000 100,000 44,493 44,493 57,956 CHF 58,533 CHF 99.85% 99.85%
18/12/2024 1.27% 1.24 CHF 1.25 CHF 98,000 98,000 44,264 44,264 53,720 CHF 54,295 CHF 99.12% 99.12%
17/12/2024 1.32% 1.17 CHF 1.18 CHF 96,000 96,000 42,974 42,974 49,976 CHF 50,532 CHF 100.00% 100.00%
16/12/2024 1.56% 1.12 CHF 1.13 CHF 96,000 96,000 41,592 41,592 42,767 CHF 43,305 CHF 99.83% 99.83%
13/12/2024 1.59% 0.97 CHF 0.98 CHF 92,000 92,000 40,992 40,992 39,749 CHF 40,282 CHF 100.00% 100.00%
12/12/2024 1.66% 0.93 CHF 0.94 CHF 92,000 92,000 41,059 41,059 38,189 CHF 38,722 CHF 100.00% 100.00%
11/12/2024 1.67% 0.90 CHF 0.91 CHF 92,000 92,000 41,019 41,019 37,604 CHF 38,136 CHF 100.00% 100.00%
10/12/2024 1.73% 0.91 CHF 0.92 CHF 92,000 92,000 41,082 41,082 37,068 CHF 37,601 CHF 100.00% 100.00%
09/12/2024 1.84% 0.88 CHF 0.89 CHF 92,000 92,000 40,789 40,789 34,456 CHF 34,986 CHF 100.00% 100.00%
06/12/2024 1.77% 0.88 CHF 0.89 CHF 92,000 92,000 41,210 41,210 36,364 CHF 36,902 CHF 97.26% 97.26%

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