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 1.83% 0.56 CHF 0.57 CHF 100,000 100,000 100,674 100,674 54,496 CHF 55,503 CHF 94.62% 94.62%
18/12/2024 2.39% 0.45 CHF 0.46 CHF 125,000 125,000 125,657 125,657 52,011 CHF 53,267 CHF 96.30% 96.30%
17/12/2024 2.76% 0.37 CHF 0.38 CHF 150,000 150,000 151,649 151,649 54,135 CHF 55,652 CHF 98.32% 98.32%
16/12/2024 5.20% 0.31 CHF 0.32 CHF 175,000 175,000 277,558 277,560 52,129 CHF 54,906 CHF 98.16% 98.16%
13/12/2024 5.06% 0.19 CHF 0.20 CHF 275,000 275,000 268,989 268,989 51,804 CHF 54,494 CHF 98.91% 98.91%
12/12/2024 5.66% 0.17 CHF 0.18 CHF 300,000 300,000 300,105 300,104 51,497 CHF 54,498 CHF 98.06% 98.06%
11/12/2024 5.54% 0.16 CHF 0.17 CHF 325,000 325,000 302,607 302,607 53,128 CHF 56,154 CHF 98.82% 98.82%
10/12/2024 5.82% 0.18 CHF 0.19 CHF 275,000 275,000 310,867 310,867 51,897 CHF 55,006 CHF 99.28% 99.28%
09/12/2024 7.25% 0.16 CHF 0.17 CHF 325,000 325,000 387,138 387,137 51,486 CHF 55,358 CHF 98.96% 98.96%
06/12/2024 5.97% 0.16 CHF 0.17 CHF 300,000 300,000 319,442 319,442 51,897 CHF 55,092 CHF 99.27% 99.27%

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