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 1.29% 0.75 CHF 0.76 CHF 122,000 122,000 121,033 121,033 93,429 CHF 94,642 CHF 100.00% 100.00%
18/12/2024 1.35% 0.76 CHF 0.77 CHF 122,000 122,000 121,428 121,428 89,618 CHF 90,833 CHF 100.00% 100.00%
17/12/2024 1.42% 0.70 CHF 0.71 CHF 124,000 124,000 122,399 122,399 85,437 CHF 86,661 CHF 100.00% 100.00%
16/12/2024 1.44% 0.67 CHF 0.68 CHF 124,000 124,000 122,993 122,993 84,767 CHF 85,997 CHF 100.00% 100.00%
13/12/2024 1.25% 0.78 CHF 0.79 CHF 120,000 120,000 119,700 119,700 95,342 CHF 96,540 CHF 100.00% 100.00%
12/12/2024 1.42% 0.71 CHF 0.72 CHF 124,000 124,000 123,370 123,370 86,207 CHF 87,442 CHF 100.00% 100.00%
11/12/2024 1.47% 0.68 CHF 0.69 CHF 126,000 126,000 124,313 124,313 84,506 CHF 85,752 CHF 100.00% 100.00%
10/12/2024 1.53% 0.67 CHF 0.68 CHF 126,000 126,000 125,537 125,537 81,409 CHF 82,664 CHF 100.00% 100.00%
09/12/2024 1.69% 0.60 CHF 0.61 CHF 128,000 128,000 127,472 127,472 74,921 CHF 76,196 CHF 100.00% 100.00%
06/12/2024 1.81% 0.53 CHF 0.54 CHF 130,000 130,000 129,003 129,003 70,675 CHF 71,965 CHF 100.00% 100.00%

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