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 27.80% 0.03 CHF 0.04 CHF 1,000,000 250,000 969,850 250,000 29,984 CHF 10,278 CHF 98.97% 98.97%
18/12/2024 24.99% 0.04 CHF 0.05 CHF 1,000,000 250,000 980,021 250,000 34,326 CHF 11,256 CHF 96.14% 96.14%
17/12/2024 20.26% 0.05 CHF 0.06 CHF 1,000,000 250,000 998,230 273,693 44,386 CHF 14,998 CHF 98.86% 98.86%
16/12/2024 12.23% 0.05 CHF 0.06 CHF 925,000 475,000 654,474 340,620 50,223 CHF 29,582 CHF 99.49% 99.49%
13/12/2024 9.39% 0.10 CHF 0.11 CHF 500,000 500,000 490,754 488,320 49,822 CHF 54,473 CHF 99.21% 99.21%
12/12/2024 7.60% 0.12 CHF 0.13 CHF 425,000 425,000 402,762 402,762 51,030 CHF 55,058 CHF 98.43% 98.43%
11/12/2024 7.48% 0.14 CHF 0.15 CHF 375,000 375,000 402,877 402,876 51,851 CHF 55,880 CHF 98.11% 98.11%
10/12/2024 6.63% 0.14 CHF 0.15 CHF 400,000 400,000 358,651 358,650 52,311 CHF 55,898 CHF 99.47% 99.47%
09/12/2024 5.44% 0.16 CHF 0.17 CHF 300,000 300,000 297,280 297,280 53,213 CHF 56,186 CHF 99.45% 99.45%
06/12/2024 6.14% 0.16 CHF 0.17 CHF 350,000 350,000 329,357 329,356 51,990 CHF 55,283 CHF 99.48% 99.48%

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