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 4.17% 0.51 CHF 0.52 CHF 470,000 470,000 140,890 140,890 72,352 CHF 74,365 CHF 99.59% 99.59%
10/01/2025 1.79% 0.58 CHF 0.59 CHF 450,000 450,000 163,385 163,385 93,560 CHF 95,201 CHF 99.86% 99.86%
09/01/2025 1.71% 0.58 CHF 0.59 CHF 140,000 140,000 102,345 102,345 59,407 CHF 60,431 CHF 100.00% 100.00%
08/01/2025 1.59% 0.58 CHF 0.59 CHF 450,000 450,000 169,926 169,926 104,636 CHF 106,338 CHF 94.86% 99.90%
07/01/2025 1.57% 0.70 CHF 0.71 CHF 430,000 430,000 164,148 164,148 108,948 CHF 110,602 CHF 98.69% 98.69%
06/01/2025 2.07% 0.58 CHF 0.59 CHF 510,000 510,000 200,650 200,650 105,901 CHF 107,918 CHF 99.11% 99.11%
30/12/2024 2.61% 0.37 CHF 0.38 CHF 600,000 600,000 218,203 218,203 82,210 CHF 84,402 CHF 99.80% 99.80%
27/12/2024 4.42% 0.40 CHF 0.41 CHF 570,000 570,000 209,940 209,940 85,696 CHF 88,993 CHF 99.76% 99.76%
23/12/2024 3.78% 0.42 CHF 0.44 CHF 570,000 570,000 198,830 198,830 84,868 CHF 88,538 CHF 100.00% 100.00%
20/12/2024 2.80% 0.39 CHF 0.40 CHF 610,000 610,000 231,172 231,172 85,365 CHF 87,687 CHF 99.90% 99.90%

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