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 2.31% 0.36 CHF 0.37 CHF 500,000 500,000 499,851 499,868 218,557 CHF 223,562 CHF 100.00% 100.00%
16/01/2025 1.13% 0.91 CHF 0.92 CHF 500,000 500,000 499,754 499,751 441,716 CHF 446,713 CHF 99.91% 99.91%
15/01/2025 0.92% 0.87 CHF 0.88 CHF 500,000 500,000 491,587 491,570 573,395 CHF 578,352 CHF 99.94% 99.94%
13/01/2025 0.54% 1.74 CHF 1.75 CHF 500,000 500,000 500,000 500,000 921,084 CHF 926,084 CHF 100.00% 100.00%
10/01/2025 0.71% 1.66 CHF 1.67 CHF 500,000 500,000 500,000 500,000 707,306 CHF 712,306 CHF 99.78% 99.78%
09/01/2025 0.69% 1.46 CHF 1.47 CHF 500,000 500,000 500,000 500,000 723,066 CHF 728,066 CHF 100.00% 100.00%
08/01/2025 0.72% 1.45 CHF 1.46 CHF 500,000 500,000 500,000 499,993 699,247 CHF 704,236 CHF 99.71% 99.71%
07/01/2025 0.67% 1.43 CHF 1.44 CHF 500,000 500,000 500,000 499,992 750,431 CHF 755,419 CHF 100.00% 100.00%
06/01/2025 0.53% 1.69 CHF 1.70 CHF 500,000 500,000 500,000 499,993 943,751 CHF 948,738 CHF 99.70% 99.70%
30/12/2024 0.45% 2.35 CHF 2.36 CHF 500,000 500,000 499,846 499,846 1,115,490 CHF 1,120,490 CHF 99.75% 99.75%

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