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 1.22% 1.25 CHF 1.26 CHF 100,000 100,000 44,493 44,493 56,029 CHF 56,606 CHF 99.85% 99.85%
18/12/2024 1.15% 1.31 CHF 1.32 CHF 98,000 98,000 44,258 44,258 59,298 CHF 59,873 CHF 99.13% 99.13%
17/12/2024 1.11% 1.38 CHF 1.39 CHF 96,000 96,000 42,972 42,972 60,011 CHF 60,568 CHF 100.00% 100.00%
16/12/2024 0.99% 1.43 CHF 1.44 CHF 96,000 96,000 41,587 41,587 63,521 CHF 64,059 CHF 99.82% 99.82%
13/12/2024 0.97% 1.59 CHF 1.60 CHF 92,000 92,000 40,975 40,975 65,138 CHF 65,670 CHF 100.00% 100.00%
12/12/2024 0.96% 1.61 CHF 1.62 CHF 92,000 92,000 41,052 41,052 66,326 CHF 66,859 CHF 100.00% 100.00%
11/12/2024 0.96% 1.64 CHF 1.65 CHF 92,000 92,000 40,997 40,997 66,287 CHF 66,819 CHF 100.00% 100.00%
10/12/2024 0.94% 1.62 CHF 1.63 CHF 92,000 92,000 41,082 41,082 66,732 CHF 67,265 CHF 100.00% 100.00%
09/12/2024 0.92% 1.63 CHF 1.64 CHF 92,000 92,000 40,788 40,788 68,355 CHF 68,885 CHF 100.00% 100.00%
06/12/2024 0.94% 1.64 CHF 1.65 CHF 92,000 92,000 41,075 41,075 67,250 CHF 67,783 CHF 100.00% 100.00%

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