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
20/12/2024 3.25% 0.99 CHF 1.01 CHF 20,000 20,000 11,550 11,550 8,916 CHF 9,193 CHF 97.63% 97.63%
19/12/2024 4.84% 0.80 CHF 0.84 CHF 20,000 20,000 11,600 11,600 9,899 CHF 10,395 CHF 100.00% 100.00%
18/12/2024 2.41% 0.96 CHF 0.98 CHF 20,000 20,000 11,702 11,702 11,428 CHF 11,711 CHF 98.45% 98.45%
17/12/2024 2.39% 1.01 CHF 1.04 CHF 20,000 20,000 10,040 10,040 10,318 CHF 10,576 CHF 95.72% 95.72%
16/12/2024 2.49% 1.14 CHF 1.17 CHF 20,000 20,000 9,897 9,897 10,755 CHF 11,018 CHF 100.00% 100.00%
13/12/2024 2.32% 1.04 CHF 1.07 CHF 20,000 20,000 9,917 9,917 10,815 CHF 11,072 CHF 100.00% 100.00%
12/12/2024 2.57% 1.14 CHF 1.16 CHF 20,000 20,000 9,916 9,916 10,950 CHF 11,227 CHF 100.00% 100.00%
11/12/2024 2.44% 1.09 CHF 1.11 CHF 20,000 20,000 11,621 11,621 10,940 CHF 11,202 CHF 99.97% 99.97%
10/12/2024 2.51% 0.91 CHF 0.94 CHF 20,000 20,000 11,611 11,611 10,350 CHF 10,614 CHF 100.00% 100.00%
09/12/2024 2.27% 0.89 CHF 0.91 CHF 20,000 20,000 9,890 9,890 9,921 CHF 10,161 CHF 100.00% 100.00%

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