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 2.68% 0.56 CHF 0.57 CHF 100,000 100,000 44,493 44,493 25,345 CHF 25,922 CHF 99.85% 99.85%
18/12/2024 2.33% 0.63 CHF 0.64 CHF 98,000 98,000 44,248 44,248 28,884 CHF 29,459 CHF 99.13% 99.13%
17/12/2024 2.17% 0.70 CHF 0.71 CHF 96,000 96,000 42,971 42,971 30,477 CHF 31,034 CHF 100.00% 100.00%
16/12/2024 1.75% 0.75 CHF 0.76 CHF 96,000 96,000 41,586 41,586 35,019 CHF 35,557 CHF 99.83% 99.83%
13/12/2024 1.70% 0.91 CHF 0.92 CHF 92,000 92,000 40,970 40,970 37,116 CHF 37,649 CHF 100.00% 100.00%
12/12/2024 1.64% 0.93 CHF 0.94 CHF 92,000 92,000 41,049 41,049 38,406 CHF 38,938 CHF 100.00% 100.00%
11/12/2024 1.65% 0.96 CHF 0.97 CHF 92,000 92,000 40,986 40,986 38,601 CHF 39,133 CHF 100.00% 100.00%
10/12/2024 1.60% 0.94 CHF 0.95 CHF 92,000 92,000 41,081 41,081 39,013 CHF 39,546 CHF 100.00% 100.00%
09/12/2024 1.52% 0.96 CHF 0.97 CHF 92,000 92,000 40,788 40,788 40,960 CHF 41,490 CHF 100.00% 100.00%
06/12/2024 1.60% 0.97 CHF 0.98 CHF 92,000 92,000 41,208 41,208 39,816 CHF 40,353 CHF 97.26% 97.26%

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