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 34.63% 0.03 CHF 0.04 CHF 100,000 100,000 56,603 56,603 2,916 CHF 3,785 CHF 78.88% 78.88%
18/12/2024 12.00% 0.14 CHF 0.15 CHF 100,000 100,000 58,560 58,560 8,404 CHF 9,368 CHF 98.15% 98.15%
17/12/2024 10.84% 0.16 CHF 0.16 CHF 100,000 100,000 60,155 60,155 9,591 CHF 10,548 CHF 80.40% 80.40%
16/12/2024 13.37% 0.14 CHF 0.15 CHF 100,000 100,000 58,055 58,055 7,702 CHF 8,661 CHF 99.65% 99.65%
13/12/2024 9.65% 0.14 CHF 0.15 CHF 100,000 100,000 62,194 62,194 10,374 CHF 11,353 CHF 84.28% 84.28%
12/12/2024 15.20% 0.16 CHF 0.17 CHF 100,000 100,000 59,026 59,026 7,352 CHF 8,317 CHF 92.60% 92.60%
11/12/2024 14.22% 0.11 CHF 0.12 CHF 100,000 100,000 58,614 58,614 6,907 CHF 7,867 CHF 94.30% 94.30%
10/12/2024 10.21% 0.14 CHF 0.15 CHF 100,000 100,000 58,458 58,458 9,588 CHF 10,548 CHF 95.52% 95.52%
09/12/2024 9.26% 0.18 CHF 0.19 CHF 100,000 100,000 59,652 59,652 11,241 CHF 12,215 CHF 93.49% 93.49%
06/12/2024 9.36% 0.18 CHF 0.19 CHF 100,000 100,000 58,917 58,917 11,081 CHF 12,039 CHF 90.05% 90.05%

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