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 1.38% 0.74 CHF 0.75 CHF 122,000 122,000 121,033 121,033 87,291 CHF 88,504 CHF 100.00% 100.00%
18/12/2024 1.30% 0.74 CHF 0.75 CHF 122,000 122,000 121,434 121,434 92,692 CHF 93,907 CHF 100.00% 100.00%
17/12/2024 1.23% 0.80 CHF 0.81 CHF 124,000 124,000 122,399 122,399 98,974 CHF 100,198 CHF 100.00% 100.00%
16/12/2024 1.23% 0.83 CHF 0.84 CHF 124,000 124,000 122,998 122,998 99,947 CHF 101,178 CHF 100.00% 100.00%
13/12/2024 1.40% 0.73 CHF 0.74 CHF 120,000 120,000 119,705 119,705 84,877 CHF 86,075 CHF 100.00% 100.00%
12/12/2024 1.25% 0.79 CHF 0.80 CHF 124,000 124,000 123,376 123,376 98,560 CHF 99,795 CHF 100.00% 100.00%
11/12/2024 1.23% 0.81 CHF 0.82 CHF 126,000 126,000 124,331 124,331 100,960 CHF 102,207 CHF 100.00% 100.00%
10/12/2024 1.18% 0.82 CHF 0.83 CHF 126,000 126,000 125,537 125,537 105,634 CHF 106,890 CHF 100.00% 100.00%
09/12/2024 1.10% 0.89 CHF 0.90 CHF 128,000 128,000 127,472 127,472 115,518 CHF 116,793 CHF 100.00% 100.00%
06/12/2024 1.05% 0.96 CHF 0.97 CHF 130,000 130,000 129,003 129,003 122,158 CHF 123,448 CHF 100.00% 100.00%

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