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 1.58% 0.65 CHF 0.66 CHF 122,000 122,000 121,033 121,033 76,110 CHF 77,323 CHF 100.00% 100.00%
18/12/2024 1.48% 0.65 CHF 0.66 CHF 122,000 122,000 121,434 121,434 81,367 CHF 82,582 CHF 100.00% 100.00%
17/12/2024 1.39% 0.71 CHF 0.72 CHF 124,000 124,000 122,399 122,399 87,477 CHF 88,701 CHF 100.00% 100.00%
16/12/2024 1.38% 0.74 CHF 0.75 CHF 124,000 124,000 123,003 123,003 88,512 CHF 89,743 CHF 100.00% 100.00%
13/12/2024 1.62% 0.64 CHF 0.65 CHF 120,000 120,000 119,711 119,711 73,674 CHF 74,872 CHF 100.00% 100.00%
12/12/2024 1.41% 0.69 CHF 0.70 CHF 124,000 124,000 123,376 123,376 87,019 CHF 88,254 CHF 100.00% 100.00%
11/12/2024 1.39% 0.72 CHF 0.73 CHF 126,000 126,000 124,330 124,330 89,449 CHF 90,695 CHF 100.00% 100.00%
10/12/2024 1.33% 0.73 CHF 0.74 CHF 126,000 126,000 125,537 125,537 94,070 CHF 95,325 CHF 100.00% 100.00%
09/12/2024 1.22% 0.80 CHF 0.81 CHF 128,000 128,000 127,472 127,472 103,722 CHF 104,997 CHF 100.00% 100.00%
06/12/2024 1.16% 0.87 CHF 0.88 CHF 130,000 130,000 129,003 129,003 110,276 CHF 111,567 CHF 100.00% 100.00%

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