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 1.92% 1.47 CHF 1.50 CHF 40,000 20,000 40,000 20,000 61,819 CHF 31,510 CHF 99.49% 99.49%
18/12/2024 2.05% 1.49 CHF 1.52 CHF 40,000 20,000 40,000 20,000 57,858 CHF 29,529 CHF 96.58% 96.58%
17/12/2024 1.48% 1.35 CHF 1.37 CHF 40,000 20,000 40,000 20,000 53,693 CHF 27,247 CHF 99.56% 99.56%
16/12/2024 2.26% 1.27 CHF 1.30 CHF 40,000 20,000 41,822 20,000 54,945 CHF 26,961 CHF 96.53% 96.53%
13/12/2024 1.82% 1.59 CHF 1.62 CHF 40,000 20,000 36,561 20,000 59,697 CHF 33,357 CHF 99.51% 99.51%
12/12/2024 1.45% 1.41 CHF 1.43 CHF 40,000 20,000 40,000 20,000 54,932 CHF 27,866 CHF 99.56% 99.56%
11/12/2024 1.50% 1.33 CHF 1.35 CHF 40,000 20,000 40,000 20,000 52,998 CHF 26,899 CHF 99.53% 99.53%
10/12/2024 1.59% 1.29 CHF 1.31 CHF 40,000 30,000 43,254 30,000 54,005 CHF 38,118 CHF 99.51% 99.51%
09/12/2024 1.78% 1.13 CHF 1.15 CHF 50,000 30,000 50,000 30,000 55,585 CHF 33,951 CHF 99.55% 99.55%
06/12/2024 1.93% 1.00 CHF 1.02 CHF 50,000 30,000 51,365 30,000 52,651 CHF 31,381 CHF 99.55% 99.55%

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