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
30/12/2024 0.83% 2.43 CHF 2.45 CHF 320,000 320,000 315,246 315,246 807,300 CHF 813,654 CHF 100.00% 100.00%
27/12/2024 0.75% 2.65 CHF 2.67 CHF 310,000 310,000 305,931 305,931 859,294 CHF 865,448 CHF 100.00% 100.00%
23/12/2024 0.79% 2.62 CHF 2.64 CHF 320,000 320,000 315,799 315,799 843,338 CHF 849,691 CHF 100.00% 100.00%
20/12/2024 0.84% 2.81 CHF 2.83 CHF 340,000 340,000 335,532 335,532 841,383 CHF 848,134 CHF 100.00% 100.00%
19/12/2024 0.76% 2.69 CHF 2.71 CHF 340,000 340,000 335,542 335,542 926,516 CHF 933,266 CHF 100.00% 100.00%
18/12/2024 0.65% 3.30 CHF 3.32 CHF 300,000 300,000 296,040 296,040 968,520 CHF 974,476 CHF 99.64% 99.64%
17/12/2024 0.66% 3.23 CHF 3.25 CHF 290,000 290,000 286,193 286,193 920,776 CHF 926,533 CHF 100.00% 100.00%
16/12/2024 0.62% 3.42 CHF 3.44 CHF 290,000 290,000 286,090 286,090 981,876 CHF 987,633 CHF 98.92% 98.92%
13/12/2024 0.61% 3.44 CHF 3.46 CHF 280,000 280,000 275,800 275,800 962,737 CHF 968,295 CHF 98.53% 98.53%
12/12/2024 0.60% 3.55 CHF 3.57 CHF 280,000 280,000 276,329 276,329 964,696 CHF 970,256 CHF 100.00% 100.00%

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