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 1.62% 0.97 CHF 0.98 CHF 100,000 100,000 44,493 44,493 42,513 CHF 43,090 CHF 99.86% 99.86%
18/12/2024 1.78% 0.89 CHF 0.90 CHF 98,000 98,000 44,256 44,256 38,387 CHF 38,962 CHF 99.18% 99.18%
17/12/2024 1.87% 0.83 CHF 0.84 CHF 96,000 96,000 42,973 42,973 35,143 CHF 35,699 CHF 100.00% 100.00%
16/12/2024 2.40% 0.78 CHF 0.79 CHF 96,000 96,000 41,588 41,588 28,356 CHF 28,893 CHF 99.88% 99.88%
13/12/2024 2.46% 0.62 CHF 0.63 CHF 92,000 92,000 40,990 40,990 25,555 CHF 26,087 CHF 100.00% 100.00%
12/12/2024 2.64% 0.59 CHF 0.60 CHF 92,000 92,000 41,055 41,055 24,011 CHF 24,543 CHF 100.00% 100.00%
11/12/2024 2.63% 0.55 CHF 0.56 CHF 92,000 92,000 41,011 41,011 23,537 CHF 24,070 CHF 100.00% 100.00%
10/12/2024 2.78% 0.57 CHF 0.58 CHF 92,000 92,000 41,082 41,082 23,044 CHF 23,576 CHF 100.00% 100.00%
09/12/2024 3.09% 0.54 CHF 0.55 CHF 92,000 92,000 40,789 40,789 20,560 CHF 21,090 CHF 100.00% 100.00%
06/12/2024 2.88% 0.54 CHF 0.55 CHF 92,000 92,000 41,209 41,209 22,357 CHF 22,894 CHF 97.26% 97.26%

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