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 1.05% 1.46 CHF 1.47 CHF 100,000 100,000 44,493 44,493 65,644 CHF 66,221 CHF 99.85% 99.85%
18/12/2024 0.99% 1.53 CHF 1.54 CHF 98,000 98,000 44,254 44,254 68,754 CHF 69,329 CHF 99.12% 99.12%
17/12/2024 0.96% 1.60 CHF 1.61 CHF 96,000 96,000 42,971 42,971 69,324 CHF 69,881 CHF 100.00% 100.00%
16/12/2024 0.87% 1.65 CHF 1.66 CHF 96,000 96,000 41,586 41,586 72,462 CHF 73,000 CHF 99.83% 99.83%
13/12/2024 0.86% 1.81 CHF 1.82 CHF 92,000 92,000 40,972 40,972 73,960 CHF 74,492 CHF 100.00% 100.00%
12/12/2024 0.85% 1.83 CHF 1.84 CHF 92,000 92,000 41,051 41,051 75,087 CHF 75,619 CHF 100.00% 100.00%
11/12/2024 0.85% 1.85 CHF 1.86 CHF 92,000 92,000 40,993 40,993 75,020 CHF 75,553 CHF 100.00% 100.00%
10/12/2024 0.84% 1.83 CHF 1.84 CHF 92,000 92,000 41,081 41,081 75,414 CHF 75,946 CHF 100.00% 100.00%
09/12/2024 0.81% 1.84 CHF 1.85 CHF 92,000 92,000 40,788 40,788 77,006 CHF 77,536 CHF 100.00% 100.00%
06/12/2024 0.84% 1.85 CHF 1.86 CHF 92,000 92,000 41,209 41,209 76,145 CHF 76,682 CHF 97.26% 97.26%

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