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
13/01/2025 28.47% 0.04 CHF 0.05 CHF 500,000 125,000 497,471 125,000 15,068 CHF 5,036 CHF 99.39% 99.39%
10/01/2025 28.63% 0.03 CHF 0.04 CHF 500,000 125,000 496,218 125,000 14,859 CHF 4,993 CHF 99.39% 99.39%
09/01/2025 25.11% 0.03 CHF 0.04 CHF 500,000 125,000 496,515 125,000 17,302 CHF 5,606 CHF 99.39% 99.39%
08/01/2025 23.82% 0.04 CHF 0.05 CHF 500,000 125,000 497,172 125,000 18,464 CHF 5,891 CHF 99.39% 99.39%
07/01/2025 19.15% 0.04 CHF 0.05 CHF 500,000 125,000 496,219 201,591 23,565 CHF 11,794 CHF 99.39% 99.39%
06/01/2025 20.34% 0.05 CHF 0.06 CHF 500,000 125,000 500,000 144,598 22,203 CHF 7,961 CHF 99.39% 99.39%
30/12/2024 22.28% 0.04 CHF 0.05 CHF 500,000 125,000 813,638 204,338 32,436 CHF 10,189 CHF 97.10% 97.10%
27/12/2024 22.27% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,461 250,000 39,724 CHF 12,486 CHF 99.36% 99.36%
23/12/2024 22.36% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 39,761 CHF 12,440 CHF 99.25% 99.25%
20/12/2024 20.95% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 42,871 CHF 13,218 CHF 99.19% 99.19%

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