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 1.27% 0.81 CHF 0.82 CHF 250,000 250,000 110,863 110,863 88,985 CHF 90,096 CHF 99.85% 99.85%
18/12/2024 1.33% 0.77 CHF 0.78 CHF 245,000 245,000 109,911 109,911 83,927 CHF 85,029 CHF 99.14% 99.14%
17/12/2024 1.35% 0.75 CHF 0.76 CHF 240,000 240,000 107,072 107,072 79,937 CHF 81,010 CHF 100.00% 100.00%
16/12/2024 1.50% 0.73 CHF 0.74 CHF 240,000 240,000 104,118 104,118 71,832 CHF 72,876 CHF 99.82% 99.82%
13/12/2024 1.52% 0.67 CHF 0.68 CHF 230,000 230,000 102,613 102,613 68,511 CHF 69,541 CHF 100.00% 100.00%
12/12/2024 1.56% 0.65 CHF 0.66 CHF 230,000 230,000 102,788 102,788 66,695 CHF 67,725 CHF 100.00% 100.00%
11/12/2024 1.57% 0.63 CHF 0.64 CHF 230,000 230,000 102,676 102,676 66,005 CHF 67,035 CHF 100.00% 100.00%
10/12/2024 1.60% 0.64 CHF 0.65 CHF 230,000 230,000 102,847 102,847 65,323 CHF 66,354 CHF 100.00% 100.00%
09/12/2024 1.66% 0.63 CHF 0.64 CHF 230,000 230,000 101,711 101,711 62,250 CHF 63,269 CHF 100.00% 100.00%
06/12/2024 1.62% 0.63 CHF 0.64 CHF 230,000 230,000 102,837 102,837 64,358 CHF 65,388 CHF 100.00% 100.00%

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