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
13/01/2025 2.90% 0.35 CHF 0.36 CHF 570,000 570,000 230,818 230,818 80,606 CHF 82,925 CHF 99.93% 99.93%
10/01/2025 2.61% 0.36 CHF 0.37 CHF 530,000 530,000 213,944 213,944 81,471 CHF 83,620 CHF 100.00% 100.00%
09/01/2025 2.45% 0.40 CHF 0.41 CHF 180,000 180,000 137,924 137,924 55,421 CHF 56,800 CHF 100.00% 100.00%
08/01/2025 2.45% 0.41 CHF 0.42 CHF 510,000 510,000 212,595 212,595 87,029 CHF 89,159 CHF 99.74% 100.00%
07/01/2025 2.45% 0.42 CHF 0.43 CHF 510,000 510,000 212,241 212,241 87,809 CHF 89,935 CHF 100.00% 100.00%
06/01/2025 2.21% 0.45 CHF 0.46 CHF 480,000 480,000 198,166 198,166 90,346 CHF 92,332 CHF 99.65% 99.75%
30/12/2024 2.43% 0.41 CHF 0.42 CHF 500,000 500,000 202,742 202,742 84,274 CHF 86,311 CHF 99.88% 99.88%
27/12/2024 4.03% 0.43 CHF 0.44 CHF 500,000 500,000 170,791 170,791 73,187 CHF 75,612 CHF 99.58% 99.58%
23/12/2024 2.51% 0.43 CHF 0.44 CHF 520,000 520,000 216,812 216,812 88,940 CHF 91,118 CHF 100.00% 100.00%
20/12/2024 2.76% 0.40 CHF 0.41 CHF 560,000 560,000 232,518 232,518 87,167 CHF 89,503 CHF 99.70% 99.70%

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