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 1.47% 0.65 CHF 0.66 CHF 122,000 122,000 121,033 121,033 81,979 CHF 83,192 CHF 100.00% 100.00%
18/12/2024 1.55% 0.66 CHF 0.67 CHF 122,000 122,000 121,429 121,429 78,036 CHF 79,251 CHF 100.00% 100.00%
17/12/2024 1.65% 0.61 CHF 0.62 CHF 124,000 124,000 122,399 122,399 73,726 CHF 74,950 CHF 100.00% 100.00%
16/12/2024 1.68% 0.58 CHF 0.59 CHF 124,000 124,000 122,997 122,997 72,982 CHF 74,213 CHF 100.00% 100.00%
13/12/2024 1.42% 0.68 CHF 0.69 CHF 120,000 120,000 119,706 119,706 83,925 CHF 85,123 CHF 100.00% 100.00%
12/12/2024 1.65% 0.62 CHF 0.63 CHF 124,000 124,000 123,368 123,368 74,473 CHF 75,708 CHF 100.00% 100.00%
11/12/2024 1.71% 0.59 CHF 0.60 CHF 126,000 126,000 124,315 124,315 72,647 CHF 73,894 CHF 100.00% 100.00%
10/12/2024 1.79% 0.57 CHF 0.58 CHF 126,000 126,000 125,537 125,537 69,636 CHF 70,892 CHF 100.00% 100.00%
09/12/2024 2.01% 0.50 CHF 0.51 CHF 128,000 128,000 127,472 127,472 62,944 CHF 64,218 CHF 100.00% 100.00%
06/12/2024 2.18% 0.44 CHF 0.45 CHF 130,000 130,000 129,003 129,003 58,516 CHF 59,806 CHF 100.00% 100.00%

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