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 1.32% 1.16 CHF 1.17 CHF 100,000 100,000 44,493 44,493 51,951 CHF 52,528 CHF 99.86% 99.86%
18/12/2024 1.23% 1.22 CHF 1.23 CHF 98,000 98,000 44,254 44,254 55,274 CHF 55,849 CHF 99.13% 99.13%
17/12/2024 1.18% 1.29 CHF 1.30 CHF 96,000 96,000 42,972 42,972 56,125 CHF 56,681 CHF 100.00% 100.00%
16/12/2024 1.05% 1.34 CHF 1.35 CHF 96,000 96,000 41,589 41,589 59,770 CHF 60,308 CHF 99.82% 99.82%
13/12/2024 1.03% 1.50 CHF 1.51 CHF 92,000 92,000 40,987 40,987 61,464 CHF 61,997 CHF 100.00% 100.00%
12/12/2024 1.01% 1.52 CHF 1.53 CHF 92,000 92,000 41,051 41,051 62,658 CHF 63,190 CHF 100.00% 100.00%
11/12/2024 1.02% 1.55 CHF 1.56 CHF 92,000 92,000 40,999 40,999 62,638 CHF 63,170 CHF 100.00% 100.00%
10/12/2024 1.00% 1.53 CHF 1.54 CHF 92,000 92,000 41,083 41,083 63,071 CHF 63,603 CHF 100.00% 100.00%
09/12/2024 0.97% 1.55 CHF 1.56 CHF 92,000 92,000 40,788 40,788 64,784 CHF 65,314 CHF 100.00% 100.00%
06/12/2024 0.99% 1.55 CHF 1.56 CHF 92,000 92,000 41,076 41,076 63,617 CHF 64,150 CHF 100.00% 100.00%

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