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
13/01/2025 47.95% 0.02 CHF 0.03 CHF 500,000 125,000 497,469 125,000 7,974 CHF 3,253 CHF 99.39% 99.39%
10/01/2025 49.97% 0.02 CHF 0.03 CHF 500,000 125,000 496,217 125,000 7,451 CHF 3,127 CHF 99.39% 99.39%
09/01/2025 40.31% 0.02 CHF 0.03 CHF 500,000 125,000 496,526 125,000 9,853 CHF 3,731 CHF 99.39% 99.39%
08/01/2025 40.00% 0.02 CHF 0.03 CHF 500,000 125,000 497,216 125,000 9,944 CHF 3,750 CHF 99.37% 99.37%
07/01/2025 34.69% 0.02 CHF 0.03 CHF 500,000 125,000 496,999 125,000 11,915 CHF 4,248 CHF 99.39% 99.39%
06/01/2025 36.25% 0.03 CHF 0.04 CHF 500,000 125,000 500,000 125,000 11,406 CHF 4,101 CHF 99.39% 99.39%
30/12/2024 40.00% 0.02 CHF 0.03 CHF 500,000 125,000 813,619 204,338 16,272 CHF 6,130 CHF 97.11% 97.11%
27/12/2024 39.31% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,459 250,000 20,405 CHF 7,629 CHF 99.36% 99.36%
23/12/2024 39.80% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 20,147 CHF 7,537 CHF 99.24% 99.24%
20/12/2024 34.12% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 24,410 CHF 8,603 CHF 99.15% 99.15%

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