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 2.34% 0.40 CHF 0.41 CHF 57,000 57,000 54,578 54,578 23,147 CHF 23,694 CHF 100.00% 100.00%
18/12/2024 1.94% 0.48 CHF 0.49 CHF 56,000 56,000 53,615 53,615 27,412 CHF 27,949 CHF 100.00% 100.00%
17/12/2024 1.88% 0.55 CHF 0.56 CHF 55,000 55,000 53,568 53,568 28,186 CHF 28,722 CHF 100.00% 100.00%
16/12/2024 1.63% 0.59 CHF 0.60 CHF 55,000 55,000 53,071 53,071 32,451 CHF 32,982 CHF 100.00% 100.00%
13/12/2024 1.42% 0.65 CHF 0.66 CHF 54,000 54,000 52,347 52,347 36,751 CHF 37,274 CHF 100.00% 100.00%
12/12/2024 1.20% 0.75 CHF 0.76 CHF 53,000 53,000 51,078 51,078 42,482 CHF 42,994 CHF 100.00% 100.00%
11/12/2024 1.20% 0.85 CHF 0.86 CHF 52,000 52,000 51,171 51,171 42,697 CHF 43,210 CHF 100.00% 100.00%
10/12/2024 1.16% 0.87 CHF 0.88 CHF 52,000 52,000 51,021 51,021 43,774 CHF 44,284 CHF 100.00% 100.00%
09/12/2024 1.12% 0.89 CHF 0.90 CHF 52,000 52,000 50,817 50,817 45,015 CHF 45,523 CHF 100.00% 100.00%
06/12/2024 1.39% 0.67 CHF 0.68 CHF 55,000 55,000 52,647 52,647 37,638 CHF 38,165 CHF 100.00% 100.00%

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