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 4.72% 0.31 CHF 0.32 CHF 100,000 100,000 44,493 44,493 14,152 CHF 14,730 CHF 99.85% 99.85%
18/12/2024 3.74% 0.38 CHF 0.39 CHF 98,000 98,000 44,250 44,250 17,788 CHF 18,363 CHF 99.13% 99.13%
17/12/2024 3.34% 0.45 CHF 0.46 CHF 96,000 96,000 42,971 42,971 19,654 CHF 20,211 CHF 100.00% 100.00%
16/12/2024 2.44% 0.50 CHF 0.51 CHF 96,000 96,000 41,586 41,586 24,555 CHF 25,092 CHF 99.83% 99.83%
13/12/2024 2.35% 0.66 CHF 0.67 CHF 92,000 92,000 40,971 40,971 26,768 CHF 27,300 CHF 100.00% 100.00%
12/12/2024 2.23% 0.68 CHF 0.69 CHF 92,000 92,000 41,049 41,049 28,145 CHF 28,677 CHF 100.00% 100.00%
11/12/2024 2.25% 0.71 CHF 0.72 CHF 92,000 92,000 40,988 40,988 28,374 CHF 28,906 CHF 100.00% 100.00%
10/12/2024 2.16% 0.69 CHF 0.70 CHF 92,000 92,000 41,081 41,081 28,832 CHF 29,364 CHF 100.00% 100.00%
09/12/2024 2.00% 0.72 CHF 0.73 CHF 92,000 92,000 40,788 40,788 30,844 CHF 31,374 CHF 100.00% 100.00%
06/12/2024 2.11% 0.72 CHF 0.73 CHF 92,000 92,000 41,076 41,076 29,516 CHF 30,049 CHF 100.00% 100.00%

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