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 15.09% 0.06 CHF 0.07 CHF 900,000 475,000 814,507 417,762 49,779 CHF 29,745 CHF 98.71% 98.71%
18/12/2024 11.93% 0.07 CHF 0.08 CHF 625,000 325,000 614,372 330,439 48,475 CHF 29,383 CHF 96.02% 96.02%
17/12/2024 9.55% 0.10 CHF 0.11 CHF 500,000 500,000 494,809 471,422 49,355 CHF 51,908 CHF 98.53% 98.53%
16/12/2024 5.33% 0.12 CHF 0.13 CHF 400,000 400,000 278,579 278,577 50,997 CHF 53,782 CHF 98.76% 98.76%
13/12/2024 4.31% 0.23 CHF 0.24 CHF 250,000 250,000 234,328 234,328 53,146 CHF 55,490 CHF 98.68% 98.68%
12/12/2024 3.66% 0.26 CHF 0.27 CHF 200,000 200,000 199,376 199,376 53,482 CHF 55,476 CHF 98.00% 98.00%
11/12/2024 3.58% 0.29 CHF 0.30 CHF 175,000 175,000 196,496 196,496 53,857 CHF 55,822 CHF 97.89% 97.89%
10/12/2024 3.25% 0.29 CHF 0.30 CHF 200,000 200,000 179,207 179,207 54,144 CHF 55,936 CHF 99.18% 99.18%
09/12/2024 2.75% 0.32 CHF 0.33 CHF 150,000 150,000 151,732 151,732 54,545 CHF 56,062 CHF 99.47% 99.47%
06/12/2024 3.06% 0.32 CHF 0.33 CHF 175,000 175,000 174,173 174,173 56,136 CHF 57,878 CHF 99.36% 99.36%

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