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 4.93% 0.19 CHF 0.20 CHF 275,000 275,000 254,817 254,816 50,439 CHF 52,987 CHF 95.89% 95.89%
18/12/2024 4.46% 0.21 CHF 0.22 CHF 250,000 250,000 249,080 249,080 54,621 CHF 57,112 CHF 96.11% 96.11%
17/12/2024 4.12% 0.24 CHF 0.25 CHF 225,000 225,000 222,572 222,571 52,964 CHF 55,189 CHF 98.38% 98.38%
16/12/2024 3.17% 0.25 CHF 0.26 CHF 200,000 200,000 179,229 179,229 55,727 CHF 57,519 CHF 99.00% 99.00%
13/12/2024 2.97% 0.34 CHF 0.35 CHF 175,000 175,000 169,476 169,476 56,238 CHF 57,933 CHF 98.71% 98.71%
12/12/2024 2.76% 0.35 CHF 0.36 CHF 150,000 150,000 150,000 150,000 53,667 CHF 55,167 CHF 98.79% 98.79%
11/12/2024 2.78% 0.37 CHF 0.38 CHF 150,000 150,000 150,000 150,000 53,197 CHF 54,697 CHF 99.10% 99.10%
10/12/2024 2.69% 0.36 CHF 0.37 CHF 150,000 150,000 150,000 150,000 55,118 CHF 56,618 CHF 99.34% 99.34%
09/12/2024 2.43% 0.38 CHF 0.39 CHF 150,000 150,000 129,509 129,508 52,620 CHF 53,915 CHF 98.97% 98.97%
06/12/2024 2.60% 0.37 CHF 0.38 CHF 150,000 150,000 149,439 149,439 56,736 CHF 58,230 CHF 99.24% 99.24%

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