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 9.35% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 102,153 CHF 56,076 CHF 98.63% 98.63%
18/12/2024 10.41% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 91,119 CHF 50,560 CHF 98.90% 98.90%
17/12/2024 11.37% 0.09 CHF 0.10 CHF 1,000,000 500,000 1,000,000 500,000 83,210 CHF 46,605 CHF 98.13% 98.13%
16/12/2024 11.53% 0.08 CHF 0.09 CHF 1,000,000 500,000 1,000,000 500,000 82,030 CHF 46,015 CHF 99.16% 99.16%
13/12/2024 9.95% 0.10 CHF 0.11 CHF 1,000,000 500,000 1,000,000 500,000 95,827 CHF 52,914 CHF 98.56% 98.56%
12/12/2024 13.33% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,000 CHF 40,000 CHF 99.21% 99.21%
11/12/2024 13.33% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 70,000 CHF 40,000 CHF 98.80% 98.80%
10/12/2024 14.47% 0.07 CHF 0.08 CHF 1,000,000 500,000 1,000,000 500,000 64,481 CHF 37,240 CHF 98.95% 98.95%
09/12/2024 15.74% 0.06 CHF 0.07 CHF 1,000,000 500,000 1,000,000 500,000 58,712 CHF 34,356 CHF 98.89% 98.89%
06/12/2024 18.17% 0.05 CHF 0.06 CHF 1,000,000 500,000 1,000,000 500,000 50,038 CHF 30,019 CHF 98.93% 98.93%

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