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 39.36% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,151 250,000 20,737 CHF 7,719 CHF 98.14% 98.14%
18/12/2024 22.64% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,360 250,000 39,189 CHF 12,353 CHF 96.29% 96.29%
17/12/2024 20.38% 0.04 CHF 0.05 CHF 1,000,000 250,000 988,464 276,613 43,971 CHF 15,470 CHF 99.39% 99.39%
16/12/2024 17.65% 0.05 CHF 0.06 CHF 925,000 475,000 948,978 440,752 49,173 CHF 27,530 CHF 99.39% 99.39%
13/12/2024 15.59% 0.06 CHF 0.07 CHF 850,000 425,000 853,460 432,290 50,505 CHF 29,899 CHF 99.39% 99.39%
12/12/2024 13.25% 0.07 CHF 0.08 CHF 775,000 400,000 704,737 361,210 49,708 CHF 29,193 CHF 95.24% 95.24%
11/12/2024 22.66% 0.08 CHF 0.09 CHF 775,000 400,000 897,914 352,691 40,680 CHF 21,337 CHF 99.38% 99.38%
10/12/2024 14.71% 0.07 CHF 0.08 CHF 775,000 400,000 799,959 408,587 50,374 CHF 29,830 CHF 99.39% 99.39%
09/12/2024 13.52% 0.07 CHF 0.08 CHF 775,000 400,000 735,486 379,375 50,708 CHF 29,958 CHF 99.38% 99.38%
06/12/2024 15.40% 0.06 CHF 0.07 CHF 850,000 425,000 854,338 429,566 51,233 CHF 30,058 CHF 99.38% 99.38%

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