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 1.68% 0.90 CHF 0.91 CHF 100,000 100,000 44,491 44,491 40,689 CHF 41,267 CHF 99.87% 99.87%
18/12/2024 1.54% 0.97 CHF 0.98 CHF 98,000 98,000 44,252 44,252 44,084 CHF 44,659 CHF 99.13% 99.13%
17/12/2024 1.46% 1.04 CHF 1.05 CHF 96,000 96,000 42,971 42,971 45,278 CHF 45,835 CHF 100.00% 100.00%
16/12/2024 1.26% 1.09 CHF 1.10 CHF 96,000 96,000 41,586 41,586 49,264 CHF 49,802 CHF 99.83% 99.83%
13/12/2024 1.24% 1.25 CHF 1.26 CHF 92,000 92,000 40,981 40,981 51,145 CHF 51,678 CHF 100.00% 100.00%
12/12/2024 1.21% 1.27 CHF 1.28 CHF 92,000 92,000 41,050 41,050 52,363 CHF 52,896 CHF 100.00% 100.00%
11/12/2024 1.22% 1.30 CHF 1.31 CHF 92,000 92,000 40,994 40,994 52,423 CHF 52,956 CHF 100.00% 100.00%
10/12/2024 1.19% 1.28 CHF 1.29 CHF 92,000 92,000 41,083 41,083 52,836 CHF 53,369 CHF 100.00% 100.00%
09/12/2024 1.14% 1.30 CHF 1.31 CHF 92,000 92,000 40,789 40,789 54,670 CHF 55,199 CHF 100.00% 100.00%
06/12/2024 1.19% 1.30 CHF 1.31 CHF 92,000 92,000 41,207 41,207 53,608 CHF 54,145 CHF 97.26% 97.26%

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