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 1.78% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 55,594 CHF 56,594 CHF 98.08% 98.08%
18/12/2024 1.66% 0.58 CHF 0.59 CHF 100,000 100,000 100,000 100,000 59,626 CHF 60,626 CHF 96.18% 96.18%
17/12/2024 1.55% 0.63 CHF 0.64 CHF 100,000 100,000 99,141 99,141 63,532 CHF 64,523 CHF 99.38% 99.38%
16/12/2024 1.54% 0.66 CHF 0.67 CHF 75,000 75,000 90,570 90,570 58,292 CHF 59,198 CHF 99.38% 99.38%
13/12/2024 1.83% 0.56 CHF 0.57 CHF 100,000 100,000 100,000 100,000 54,262 CHF 55,262 CHF 99.39% 99.39%
12/12/2024 1.57% 0.62 CHF 0.63 CHF 100,000 100,000 100,000 100,000 63,271 CHF 64,271 CHF 95.22% 95.22%
11/12/2024 1.53% 0.64 CHF 0.65 CHF 100,000 100,000 99,121 99,121 64,088 CHF 65,080 CHF 99.37% 99.37%
10/12/2024 1.47% 0.66 CHF 0.67 CHF 75,000 75,000 76,836 76,836 51,882 CHF 52,651 CHF 99.38% 99.38%
09/12/2024 1.34% 0.73 CHF 0.74 CHF 75,000 75,000 75,000 75,000 55,495 CHF 56,245 CHF 99.36% 99.36%
06/12/2024 1.28% 0.79 CHF 0.80 CHF 75,000 75,000 75,000 75,000 58,457 CHF 59,207 CHF 99.38% 99.38%

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