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 2.71% 0.38 CHF 0.39 CHF 1,000,000 1,000,000 938,996 938,996 342,230 CHF 351,620 CHF 98.76% 98.76%
18/12/2024 2.96% 0.34 CHF 0.35 CHF 1,000,000 1,000,000 1,000,000 1,000,000 332,349 CHF 342,349 CHF 100.00% 100.00%
17/12/2024 2.93% 0.34 CHF 0.35 CHF 1,000,000 1,000,000 1,000,000 1,000,000 336,855 CHF 346,855 CHF 99.37% 99.37%
16/12/2024 2.94% 0.34 CHF 0.35 CHF 1,000,000 1,000,000 999,998 999,998 335,119 CHF 345,119 CHF 99.42% 99.42%
13/12/2024 3.05% 0.33 CHF 0.34 CHF 1,000,000 1,000,000 1,000,000 1,000,000 322,919 CHF 332,919 CHF 100.00% 100.00%
12/12/2024 3.05% 0.33 CHF 0.34 CHF 1,000,000 1,000,000 997,999 997,999 324,662 CHF 334,651 CHF 98.68% 98.68%
11/12/2024 3.10% 0.33 CHF 0.34 CHF 1,000,000 1,000,000 990,970 990,970 326,944 CHF 336,894 CHF 99.55% 99.55%
10/12/2024 3.07% 0.32 CHF 0.33 CHF 1,000,000 1,000,000 1,000,000 1,000,000 321,189 CHF 331,189 CHF 100.00% 100.00%
09/12/2024 3.16% 0.32 CHF 0.33 CHF 1,000,000 1,000,000 1,000,000 1,000,000 311,021 CHF 321,021 CHF 97.79% 97.79%
06/12/2024 3.20% 0.31 CHF 0.32 CHF 1,000,000 1,000,000 999,654 999,654 307,217 CHF 317,217 CHF 98.93% 98.93%

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