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 2.47% 0.78 CHF 0.81 CHF 20,000 20,000 11,600 11,600 11,563 CHF 11,857 CHF 100.00% 100.00%
19/12/2024 4.99% 0.96 CHF 1.00 CHF 20,000 20,000 11,600 11,600 10,441 CHF 10,973 CHF 100.00% 100.00%
18/12/2024 3.30% 0.81 CHF 0.84 CHF 20,000 20,000 11,702 11,702 9,293 CHF 9,599 CHF 98.45% 98.45%
17/12/2024 3.79% 0.76 CHF 0.79 CHF 20,000 20,000 10,040 10,040 7,524 CHF 7,797 CHF 95.73% 95.73%
16/12/2024 3.33% 0.63 CHF 0.66 CHF 20,000 20,000 9,897 9,897 6,778 CHF 7,016 CHF 100.00% 100.00%
13/12/2024 3.79% 0.73 CHF 0.76 CHF 20,000 20,000 9,917 9,917 6,794 CHF 7,054 CHF 100.00% 100.00%
12/12/2024 3.97% 0.63 CHF 0.66 CHF 20,000 20,000 9,916 9,916 6,554 CHF 6,819 CHF 100.00% 100.00%
11/12/2024 2.68% 0.67 CHF 0.69 CHF 20,000 20,000 11,621 11,621 9,481 CHF 9,744 CHF 99.97% 99.97%
10/12/2024 2.99% 0.84 CHF 0.86 CHF 20,000 20,000 11,611 11,611 9,978 CHF 10,281 CHF 100.00% 100.00%
09/12/2024 3.74% 0.86 CHF 0.88 CHF 20,000 20,000 9,890 9,890 7,387 CHF 7,648 CHF 100.00% 100.00%

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