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 27.25% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 32,077 CHF 21,039 CHF 98.61% 98.61%
18/12/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.91% 98.91%
17/12/2024 28.74% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,854 CHF 19,927 CHF 98.26% 98.26%
16/12/2024 29.89% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 28,844 CHF 19,422 CHF 98.19% 98.19%
13/12/2024 28.84% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 29,769 CHF 19,885 CHF 98.55% 98.55%
12/12/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 99.15% 99.15%
11/12/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.81% 98.81%
10/12/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.92% 98.92%
09/12/2024 40.00% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,000 CHF 15,000 CHF 98.92% 98.92%
06/12/2024 44.24% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 18,411 CHF 14,205 CHF 98.92% 98.92%

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