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 2.59% 0.58 CHF 0.59 CHF 100,000 100,000 44,493 44,493 26,163 CHF 26,740 CHF 99.85% 99.85%
18/12/2024 2.27% 0.64 CHF 0.65 CHF 98,000 98,000 44,251 44,251 29,696 CHF 30,271 CHF 99.12% 99.12%
17/12/2024 2.11% 0.72 CHF 0.73 CHF 96,000 96,000 42,971 42,971 31,239 CHF 31,795 CHF 100.00% 100.00%
16/12/2024 1.71% 0.76 CHF 0.77 CHF 96,000 96,000 41,587 41,587 35,756 CHF 36,293 CHF 99.82% 99.82%
13/12/2024 1.67% 0.92 CHF 0.93 CHF 92,000 92,000 40,972 40,972 37,766 CHF 38,299 CHF 100.00% 100.00%
12/12/2024 1.61% 0.95 CHF 0.96 CHF 92,000 92,000 41,048 41,048 39,132 CHF 39,665 CHF 100.00% 100.00%
11/12/2024 1.63% 0.98 CHF 0.99 CHF 92,000 92,000 40,991 40,991 39,211 CHF 39,743 CHF 100.00% 100.00%
10/12/2024 1.58% 0.96 CHF 0.97 CHF 92,000 92,000 41,081 41,081 39,664 CHF 40,196 CHF 100.00% 100.00%
09/12/2024 1.49% 0.98 CHF 0.99 CHF 92,000 92,000 40,788 40,788 41,608 CHF 42,137 CHF 100.00% 100.00%
06/12/2024 1.57% 0.98 CHF 0.99 CHF 92,000 92,000 41,209 41,209 40,455 CHF 40,992 CHF 97.26% 97.26%

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