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 70.70% 0.01 CHF 0.02 CHF 1,000,000 250,000 993,042 250,000 9,326 CHF 4,849 CHF 98.15% 98.15%
18/12/2024 41.11% 0.02 CHF 0.03 CHF 1,000,000 250,000 994,442 250,000 19,630 CHF 7,435 CHF 96.33% 96.33%
17/12/2024 29.99% 0.03 CHF 0.04 CHF 1,000,000 250,000 999,198 254,575 29,220 CHF 10,091 CHF 99.36% 99.36%
16/12/2024 22.82% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 260,176 39,256 CHF 12,822 CHF 99.39% 99.39%
13/12/2024 17.44% 0.05 CHF 0.06 CHF 1,000,000 500,000 945,850 463,458 49,592 CHF 29,026 CHF 99.38% 99.38%
12/12/2024 13.16% 0.06 CHF 0.07 CHF 775,000 400,000 698,247 350,338 49,822 CHF 28,751 CHF 95.21% 95.21%
11/12/2024 24.81% 0.08 CHF 0.09 CHF 775,000 400,000 913,531 346,078 38,835 CHF 20,095 CHF 99.39% 99.39%
10/12/2024 13.16% 0.07 CHF 0.08 CHF 725,000 375,000 714,473 369,737 50,736 CHF 29,954 CHF 99.36% 99.36%
09/12/2024 11.79% 0.08 CHF 0.09 CHF 675,000 350,000 638,543 334,037 50,988 CHF 30,058 CHF 99.39% 99.39%
06/12/2024 13.71% 0.07 CHF 0.08 CHF 725,000 375,000 747,830 386,415 50,820 CHF 30,125 CHF 99.38% 99.38%

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