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
17/01/2025 0.62% 1.31 CHF 1.32 CHF 250,000 250,000 249,950 249,950 405,768 CHF 408,268 CHF 99.90% 99.90%
16/01/2025 0.59% 1.73 CHF 1.74 CHF 250,000 250,000 249,874 249,874 426,809 CHF 429,309 CHF 100.00% 100.00%
15/01/2025 0.43% 1.91 CHF 1.92 CHF 250,000 250,000 250,000 250,000 598,536 CHF 601,036 CHF 99.86% 99.86%
13/01/2025 0.30% 3.24 CHF 3.25 CHF 250,000 250,000 250,000 250,000 822,394 CHF 824,894 CHF 100.00% 100.00%
10/01/2025 0.42% 2.96 CHF 2.97 CHF 250,000 250,000 250,000 250,000 598,708 CHF 601,208 CHF 99.63% 99.63%
09/01/2025 0.45% 2.23 CHF 2.24 CHF 250,000 250,000 250,000 250,000 548,438 CHF 550,938 CHF 77.93% 77.93%
08/01/2025 0.47% 2.22 CHF 2.23 CHF 250,000 250,000 249,999 250,000 537,082 CHF 539,584 CHF 99.88% 99.88%
07/01/2025 0.65% 1.82 CHF 1.83 CHF 250,000 250,000 250,000 250,000 384,544 CHF 387,044 CHF 99.86% 99.86%
06/01/2025 0.68% 1.21 CHF 1.22 CHF 250,000 250,000 250,000 250,000 370,818 CHF 373,318 CHF 100.00% 100.00%
30/12/2024 0.53% 2.26 CHF 2.27 CHF 250,000 250,000 249,584 249,602 485,247 CHF 487,777 CHF 100.00% 100.00%

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