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 1.79% 1.20 CHF 1.23 CHF 20,000 20,000 11,600 11,600 16,441 CHF 16,742 CHF 100.00% 100.00%
19/12/2024 3.20% 1.38 CHF 1.43 CHF 20,000 20,000 11,582 11,582 15,330 CHF 15,831 CHF 99.78% 99.78%
18/12/2024 2.15% 1.23 CHF 1.26 CHF 20,000 20,000 11,702 11,702 14,210 CHF 14,514 CHF 98.49% 98.49%
17/12/2024 2.30% 1.18 CHF 1.21 CHF 20,000 20,000 9,943 9,943 11,639 CHF 11,902 CHF 98.70% 98.70%
16/12/2024 2.10% 1.05 CHF 1.08 CHF 20,000 20,000 9,897 9,897 10,935 CHF 11,174 CHF 100.00% 100.00%
13/12/2024 2.36% 1.15 CHF 1.18 CHF 20,000 20,000 9,917 9,917 10,960 CHF 11,219 CHF 100.00% 100.00%
12/12/2024 2.25% 1.05 CHF 1.07 CHF 20,000 20,000 9,916 9,916 10,707 CHF 10,950 CHF 100.00% 100.00%
11/12/2024 2.10% 1.08 CHF 1.11 CHF 20,000 20,000 11,621 11,621 14,280 CHF 14,590 CHF 99.97% 99.97%
10/12/2024 2.00% 1.25 CHF 1.28 CHF 20,000 20,000 11,611 11,611 14,777 CHF 15,072 CHF 100.00% 100.00%
09/12/2024 2.11% 1.27 CHF 1.30 CHF 20,000 20,000 9,890 9,890 11,485 CHF 11,728 CHF 100.00% 100.00%

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