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 1.38% 1.13 CHF 1.14 CHF 100,000 100,000 44,494 44,494 49,734 CHF 50,311 CHF 99.85% 99.85%
18/12/2024 1.50% 1.05 CHF 1.06 CHF 98,000 98,000 44,263 44,263 45,566 CHF 46,141 CHF 99.13% 99.13%
17/12/2024 1.57% 0.99 CHF 1.00 CHF 96,000 96,000 42,974 42,974 42,101 CHF 42,657 CHF 100.00% 100.00%
16/12/2024 1.92% 0.94 CHF 0.95 CHF 96,000 96,000 41,592 41,592 35,119 CHF 35,657 CHF 99.83% 99.83%
13/12/2024 1.95% 0.78 CHF 0.79 CHF 92,000 92,000 41,006 41,006 32,209 CHF 32,742 CHF 100.00% 100.00%
12/12/2024 2.07% 0.75 CHF 0.76 CHF 92,000 92,000 41,059 41,059 30,644 CHF 31,176 CHF 100.00% 100.00%
11/12/2024 2.07% 0.71 CHF 0.72 CHF 92,000 92,000 41,018 41,018 30,127 CHF 30,660 CHF 100.00% 100.00%
10/12/2024 2.16% 0.73 CHF 0.74 CHF 92,000 92,000 41,082 41,082 29,608 CHF 30,141 CHF 100.00% 100.00%
09/12/2024 2.35% 0.70 CHF 0.71 CHF 92,000 92,000 40,788 40,788 27,065 CHF 27,595 CHF 100.00% 100.00%
06/12/2024 2.23% 0.70 CHF 0.71 CHF 92,000 92,000 41,211 41,211 28,916 CHF 29,453 CHF 97.26% 97.26%

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