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
17/01/2025 0.40% 4.21 CHF 4.24 CHF 50,000 50,000 181,563 181,563 746,354 CHF 748,512 CHF 99.49% 99.49%
16/01/2025 0.29% 3.66 CHF 3.67 CHF 250,000 250,000 241,571 241,571 888,435 CHF 890,893 CHF 99.47% 99.47%
15/01/2025 0.30% 3.70 CHF 3.71 CHF 250,000 250,000 249,960 249,960 847,946 CHF 850,446 CHF 94.39% 94.39%
13/01/2025 0.37% 2.83 CHF 2.84 CHF 250,000 250,000 250,000 250,000 680,986 CHF 683,486 CHF 99.78% 99.78%
10/01/2025 0.34% 2.95 CHF 2.96 CHF 250,000 250,000 240,621 240,621 773,389 CHF 775,842 CHF 93.39% 93.39%
09/01/2025 0.32% 3.16 CHF 3.17 CHF 250,000 250,000 250,000 250,000 792,390 CHF 794,890 CHF 99.88% 99.88%
08/01/2025 0.31% 3.18 CHF 3.19 CHF 250,000 250,000 250,000 250,000 807,071 CHF 809,571 CHF 99.19% 99.19%
07/01/2025 0.32% 3.20 CHF 3.21 CHF 250,000 250,000 250,000 250,000 783,958 CHF 786,458 CHF 99.92% 99.92%
06/01/2025 0.37% 2.94 CHF 2.95 CHF 250,000 250,000 250,000 250,000 682,594 CHF 685,094 CHF 99.90% 99.90%
30/12/2024 0.39% 2.45 CHF 2.46 CHF 250,000 250,000 250,000 250,000 632,690 CHF 635,190 CHF 59.38% 59.38%

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