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 3.00% 0.35 CHF 0.36 CHF 1,000,000 1,000,000 939,020 939,020 309,158 CHF 318,548 CHF 98.76% 98.76%
18/12/2024 3.27% 0.30 CHF 0.31 CHF 1,000,000 1,000,000 1,000,000 1,000,000 300,865 CHF 310,865 CHF 100.00% 100.00%
17/12/2024 3.22% 0.31 CHF 0.32 CHF 1,000,000 1,000,000 1,000,000 1,000,000 305,328 CHF 315,328 CHF 99.37% 99.37%
16/12/2024 3.23% 0.31 CHF 0.32 CHF 1,000,000 1,000,000 1,000,000 1,000,000 304,491 CHF 314,491 CHF 99.42% 99.42%
13/12/2024 3.34% 0.30 CHF 0.31 CHF 1,000,000 1,000,000 1,000,000 1,000,000 294,438 CHF 304,438 CHF 100.00% 100.00%
12/12/2024 3.36% 0.30 CHF 0.31 CHF 1,000,000 1,000,000 998,005 998,005 294,963 CHF 304,952 CHF 98.68% 98.68%
11/12/2024 3.42% 0.30 CHF 0.31 CHF 1,000,000 1,000,000 990,962 990,962 296,631 CHF 306,580 CHF 99.55% 99.55%
10/12/2024 3.37% 0.29 CHF 0.30 CHF 1,000,000 1,000,000 1,000,000 1,000,000 291,428 CHF 301,428 CHF 100.00% 100.00%
09/12/2024 3.48% 0.29 CHF 0.30 CHF 1,000,000 1,000,000 1,000,000 1,000,000 282,300 CHF 292,300 CHF 97.79% 97.79%
06/12/2024 3.52% 0.28 CHF 0.30 CHF 1,000,000 1,000,000 999,654 999,654 279,096 CHF 289,096 CHF 98.93% 98.93%

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