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 18.41% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 49,435 CHF 29,717 CHF 98.63% 98.63%
18/12/2024 22.13% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 40,232 CHF 25,116 CHF 98.89% 98.89%
17/12/2024 22.23% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,986 CHF 24,993 CHF 98.27% 98.27%
16/12/2024 22.64% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 39,341 CHF 24,671 CHF 98.13% 98.13%
13/12/2024 21.21% 0.04 CHF 0.05 CHF 1,000,000 500,000 1,000,000 500,000 42,544 CHF 26,272 CHF 98.63% 98.63%
12/12/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.03% 98.03%
11/12/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.80% 98.80%
10/12/2024 28.57% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 30,000 CHF 20,000 CHF 98.88% 98.88%
09/12/2024 33.76% 0.03 CHF 0.04 CHF 1,000,000 500,000 1,000,000 500,000 25,460 CHF 17,730 CHF 98.92% 98.92%
06/12/2024 39.28% 0.02 CHF 0.03 CHF 1,000,000 500,000 1,000,000 500,000 20,631 CHF 15,316 CHF 98.88% 98.88%

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