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 1.76% 0.57 CHF 0.58 CHF 305,000 305,000 302,581 302,581 170,901 CHF 173,933 CHF 100.00% 100.00%
18/12/2024 1.70% 0.57 CHF 0.58 CHF 305,000 305,000 303,601 303,601 176,777 CHF 179,815 CHF 100.00% 100.00%
17/12/2024 1.65% 0.60 CHF 0.61 CHF 310,000 310,000 305,996 305,996 184,197 CHF 187,257 CHF 100.00% 100.00%
16/12/2024 1.65% 0.61 CHF 0.62 CHF 310,000 310,000 307,509 307,509 185,108 CHF 188,185 CHF 100.00% 100.00%
13/12/2024 1.77% 0.57 CHF 0.58 CHF 300,000 300,000 299,279 299,279 167,847 CHF 170,843 CHF 100.00% 100.00%
12/12/2024 1.67% 0.59 CHF 0.60 CHF 310,000 310,000 308,456 308,456 183,294 CHF 186,381 CHF 100.00% 100.00%
11/12/2024 1.66% 0.60 CHF 0.61 CHF 315,000 315,000 310,870 310,870 186,341 CHF 189,457 CHF 100.00% 100.00%
10/12/2024 1.62% 0.60 CHF 0.61 CHF 315,000 315,000 313,843 313,843 191,658 CHF 194,796 CHF 100.00% 100.00%
09/12/2024 1.56% 0.63 CHF 0.64 CHF 320,000 320,000 318,680 318,680 203,199 CHF 206,386 CHF 100.00% 100.00%
06/12/2024 1.52% 0.66 CHF 0.67 CHF 325,000 325,000 322,507 322,507 210,877 CHF 214,102 CHF 100.00% 100.00%

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