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 0.73% 1.35 CHF 1.36 CHF 50,000 50,000 50,000 50,000 68,246 CHF 68,746 CHF 94.84% 94.84%
18/12/2024 0.67% 1.44 CHF 1.45 CHF 50,000 50,000 50,000 50,000 74,552 CHF 75,052 CHF 95.99% 95.99%
17/12/2024 0.63% 1.56 CHF 1.57 CHF 50,000 50,000 50,000 50,000 78,580 CHF 79,080 CHF 98.09% 98.09%
16/12/2024 0.53% 1.63 CHF 1.64 CHF 50,000 50,000 50,000 50,000 93,392 CHF 93,892 CHF 82.83% 82.83%
13/12/2024 0.53% 1.90 CHF 1.91 CHF 50,000 50,000 50,000 50,000 94,526 CHF 95,026 CHF 98.67% 98.67%
12/12/2024 0.51% 1.94 CHF 1.95 CHF 50,000 50,000 50,000 50,000 97,559 CHF 98,059 CHF 98.64% 98.64%
11/12/2024 0.51% 1.99 CHF 2.00 CHF 50,000 50,000 50,000 50,000 97,270 CHF 97,770 CHF 99.07% 99.07%
10/12/2024 0.50% 1.96 CHF 1.97 CHF 50,000 50,000 50,000 50,000 99,266 CHF 99,766 CHF 94.74% 94.74%
09/12/2024 0.48% 1.99 CHF 2.00 CHF 50,000 50,000 47,399 47,399 98,483 CHF 98,957 CHF 99.44% 99.44%
06/12/2024 0.50% 2.00 CHF 2.01 CHF 50,000 50,000 50,000 50,000 100,213 CHF 100,713 CHF 99.42% 99.42%

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