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 5.29% 0.21 CHF 0.22 CHF 250,000 250,000 281,660 281,660 51,851 CHF 54,668 CHF 98.07% 98.07%
18/12/2024 4.35% 0.21 CHF 0.22 CHF 250,000 250,000 234,514 234,514 52,720 CHF 55,066 CHF 96.23% 96.23%
17/12/2024 3.68% 0.26 CHF 0.27 CHF 200,000 200,000 198,884 198,884 53,151 CHF 55,140 CHF 99.39% 99.39%
16/12/2024 3.61% 0.29 CHF 0.30 CHF 175,000 175,000 195,934 195,934 53,255 CHF 55,214 CHF 99.37% 99.37%
13/12/2024 5.44% 0.20 CHF 0.21 CHF 275,000 275,000 289,728 289,728 51,822 CHF 54,719 CHF 99.37% 99.37%
12/12/2024 3.71% 0.25 CHF 0.26 CHF 200,000 200,000 199,978 199,978 52,922 CHF 54,922 CHF 95.33% 95.33%
11/12/2024 3.51% 0.28 CHF 0.29 CHF 175,000 175,000 190,815 190,815 53,424 CHF 55,332 CHF 99.38% 99.38%
10/12/2024 3.16% 0.29 CHF 0.30 CHF 175,000 175,000 173,894 173,894 54,130 CHF 55,869 CHF 99.36% 99.36%
09/12/2024 2.65% 0.36 CHF 0.37 CHF 150,000 150,000 148,965 148,965 55,492 CHF 56,982 CHF 99.37% 99.37%
06/12/2024 2.39% 0.43 CHF 0.44 CHF 125,000 125,000 126,574 126,574 52,410 CHF 53,675 CHF 99.39% 99.39%

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