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 6.92% 0.22 CHF 0.23 CHF 100,000 100,000 44,492 44,492 10,099 CHF 10,707 CHF 99.85% 99.85%
18/12/2024 4.77% 0.29 CHF 0.30 CHF 98,000 98,000 44,250 44,250 13,826 CHF 14,401 CHF 99.13% 99.13%
17/12/2024 4.14% 0.36 CHF 0.37 CHF 96,000 96,000 42,970 42,970 15,805 CHF 16,362 CHF 100.00% 100.00%
16/12/2024 2.85% 0.41 CHF 0.42 CHF 96,000 96,000 41,583 41,583 20,834 CHF 21,372 CHF 99.88% 99.88%
13/12/2024 2.72% 0.57 CHF 0.58 CHF 92,000 92,000 40,981 40,981 23,129 CHF 23,661 CHF 100.00% 100.00%
12/12/2024 2.56% 0.59 CHF 0.60 CHF 92,000 92,000 41,050 41,050 24,471 CHF 25,003 CHF 100.00% 100.00%
11/12/2024 2.58% 0.62 CHF 0.63 CHF 92,000 92,000 40,989 40,989 24,718 CHF 25,251 CHF 100.00% 100.00%
10/12/2024 2.45% 0.61 CHF 0.62 CHF 92,000 92,000 41,083 41,083 25,233 CHF 25,765 CHF 100.00% 100.00%
09/12/2024 2.26% 0.63 CHF 0.64 CHF 92,000 92,000 40,789 40,789 27,259 CHF 27,788 CHF 100.00% 100.00%
06/12/2024 2.43% 0.63 CHF 0.64 CHF 92,000 92,000 41,204 41,204 25,961 CHF 26,498 CHF 97.26% 97.26%

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