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 70.25% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 9,321 CHF 9,661 CHF 98.63% 98.63%
18/12/2024 72.89% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,764 CHF 9,382 CHF 98.92% 98.92%
17/12/2024 81.45% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 7,319 CHF 8,659 CHF 98.29% 98.29%
16/12/2024 84.55% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,907 CHF 8,454 CHF 99.16% 99.16%
13/12/2024 73.20% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 8,757 CHF 9,379 CHF 98.72% 98.72%
12/12/2024 103.62% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,675 CHF 7,338 CHF 99.16% 99.16%
11/12/2024 102.43% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,805 CHF 7,402 CHF 98.81% 98.81%
10/12/2024 109.88% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 4,195 CHF 7,098 CHF 98.93% 98.93%
09/12/2024 146.28% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 1,874 CHF 5,937 CHF 98.96% 98.96%
06/12/2024 138.47% 0.00 CHF 0.01 CHF 1,000,000 500,000 1,000,000 500,000 2,332 CHF 6,166 CHF 98.91% 98.91%

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