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 40.78% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 19,707 CHF 14,853 CHF 98.63% 98.63%
18/12/2024 45.12% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,081 CHF 14,041 CHF 98.92% 98.92%
17/12/2024 66.64% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,010 CHF 10,005 CHF 98.25% 98.25%
16/12/2024 65.39% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,478 CHF 10,239 CHF 99.16% 99.16%
13/12/2024 48.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 17,001 CHF 13,500 CHF 98.61% 98.61%
12/12/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 99.18% 99.18%
11/12/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 98.82% 98.82%
10/12/2024 66.67% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 10,000 CHF 10,000 CHF 98.84% 98.84%
09/12/2024 85.75% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,685 CHF 8,343 CHF 98.89% 98.89%
06/12/2024 90.22% 0.01 CHF 0.02 CHF 1,000,000 500,000 1,000,000 500,000 6,173 CHF 8,086 CHF 98.88% 98.88%

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