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 1.14% 1.34 CHF 1.35 CHF 100,000 100,000 44,492 44,492 60,113 CHF 60,691 CHF 99.85% 99.85%
18/12/2024 1.07% 1.41 CHF 1.42 CHF 98,000 98,000 44,253 44,253 63,362 CHF 63,937 CHF 99.13% 99.13%
17/12/2024 1.04% 1.48 CHF 1.49 CHF 96,000 96,000 42,972 42,972 63,975 CHF 64,532 CHF 100.00% 100.00%
16/12/2024 0.93% 1.52 CHF 1.53 CHF 96,000 96,000 41,588 41,588 67,362 CHF 67,900 CHF 99.82% 99.82%
13/12/2024 0.92% 1.68 CHF 1.69 CHF 92,000 92,000 40,986 40,986 68,908 CHF 69,440 CHF 100.00% 100.00%
12/12/2024 0.91% 1.70 CHF 1.71 CHF 92,000 92,000 41,051 41,051 70,064 CHF 70,596 CHF 100.00% 100.00%
11/12/2024 0.91% 1.73 CHF 1.74 CHF 92,000 92,000 40,997 40,997 70,003 CHF 70,535 CHF 100.00% 100.00%
10/12/2024 0.90% 1.71 CHF 1.72 CHF 92,000 92,000 41,081 41,081 70,449 CHF 70,982 CHF 100.00% 100.00%
09/12/2024 0.87% 1.72 CHF 1.73 CHF 92,000 92,000 40,788 40,788 72,029 CHF 72,558 CHF 100.00% 100.00%
06/12/2024 0.89% 1.73 CHF 1.74 CHF 92,000 92,000 41,078 41,078 70,950 CHF 71,483 CHF 100.00% 100.00%

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