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 1.23% 0.84 CHF 0.85 CHF 122,000 122,000 121,033 121,033 98,518 CHF 99,731 CHF 100.00% 100.00%
18/12/2024 1.16% 0.84 CHF 0.85 CHF 122,000 122,000 121,430 121,430 104,041 CHF 105,256 CHF 100.00% 100.00%
17/12/2024 1.10% 0.90 CHF 0.91 CHF 124,000 124,000 122,399 122,399 110,428 CHF 111,652 CHF 100.00% 100.00%
16/12/2024 1.10% 0.92 CHF 0.93 CHF 124,000 124,000 123,000 123,000 111,470 CHF 112,701 CHF 100.00% 100.00%
13/12/2024 1.24% 0.82 CHF 0.83 CHF 120,000 120,000 119,707 119,707 96,119 CHF 97,317 CHF 100.00% 100.00%
12/12/2024 1.12% 0.88 CHF 0.89 CHF 124,000 124,000 123,370 123,370 109,982 CHF 111,217 CHF 100.00% 100.00%
11/12/2024 1.10% 0.90 CHF 0.91 CHF 126,000 126,000 124,321 124,321 112,495 CHF 113,742 CHF 100.00% 100.00%
10/12/2024 1.07% 0.92 CHF 0.93 CHF 126,000 126,000 125,537 125,537 117,198 CHF 118,453 CHF 100.00% 100.00%
09/12/2024 1.00% 0.99 CHF 1.00 CHF 128,000 128,000 127,472 127,472 127,279 CHF 128,554 CHF 100.00% 100.00%
06/12/2024 0.96% 1.05 CHF 1.06 CHF 130,000 130,000 129,003 129,003 134,087 CHF 135,377 CHF 100.00% 100.00%

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