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 2.70% 1.60 CHF 1.65 CHF 40,000 10,000 36,533 10,000 59,952 CHF 16,931 CHF 96.85% 96.85%
18/12/2024 2.11% 2.25 CHF 2.30 CHF 30,000 10,000 30,000 10,000 70,380 CHF 23,960 CHF 99.46% 99.46%
17/12/2024 2.05% 2.47 CHF 2.52 CHF 30,000 10,000 22,172 10,000 56,234 CHF 25,984 CHF 99.58% 99.58%
16/12/2024 2.00% 2.63 CHF 2.68 CHF 20,000 10,000 20,000 10,000 54,481 CHF 27,790 CHF 100.00% 100.00%
13/12/2024 1.98% 2.71 CHF 2.77 CHF 20,000 10,000 20,000 10,000 56,466 CHF 28,798 CHF 100.00% 100.00%
12/12/2024 2.04% 2.81 CHF 2.87 CHF 20,000 10,000 20,000 9,632 55,512 CHF 27,258 CHF 97.51% 97.51%
11/12/2024 1.90% 2.64 CHF 2.69 CHF 20,000 10,000 20,000 10,000 52,897 CHF 26,957 CHF 99.03% 99.03%
10/12/2024 2.28% 2.54 CHF 2.60 CHF 20,000 10,000 20,000 10,000 52,743 CHF 26,979 CHF 100.00% 100.00%
09/12/2024 1.94% 2.96 CHF 3.03 CHF 20,000 10,000 20,000 10,000 63,165 CHF 32,202 CHF 100.00% 100.00%
06/12/2024 1.98% 3.09 CHF 3.15 CHF 20,000 7,500 20,000 7,500 64,600 CHF 24,710 CHF 99.40% 99.40%

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