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 3.19% 0.47 CHF 0.48 CHF 100,000 100,000 44,492 44,492 21,223 CHF 21,801 CHF 99.86% 99.86%
18/12/2024 2.70% 0.53 CHF 0.54 CHF 98,000 98,000 44,249 44,249 24,826 CHF 25,401 CHF 99.14% 99.14%
17/12/2024 2.49% 0.61 CHF 0.62 CHF 96,000 96,000 42,970 42,970 26,506 CHF 27,063 CHF 100.00% 100.00%
16/12/2024 1.95% 0.65 CHF 0.66 CHF 96,000 96,000 41,585 41,585 31,189 CHF 31,727 CHF 99.83% 99.83%
13/12/2024 1.89% 0.82 CHF 0.83 CHF 92,000 92,000 40,978 40,978 33,324 CHF 33,857 CHF 100.00% 100.00%
12/12/2024 1.81% 0.84 CHF 0.85 CHF 92,000 92,000 41,050 41,050 34,686 CHF 35,218 CHF 100.00% 100.00%
11/12/2024 1.83% 0.87 CHF 0.88 CHF 92,000 92,000 40,989 40,989 34,849 CHF 35,382 CHF 100.00% 100.00%
10/12/2024 1.77% 0.85 CHF 0.86 CHF 92,000 92,000 41,083 41,083 35,267 CHF 35,800 CHF 100.00% 100.00%
09/12/2024 1.66% 0.87 CHF 0.88 CHF 92,000 92,000 40,788 40,788 37,257 CHF 37,787 CHF 100.00% 100.00%
06/12/2024 1.76% 0.88 CHF 0.89 CHF 92,000 92,000 41,203 41,203 36,088 CHF 36,625 CHF 97.26% 97.26%

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