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 1.89% 0.96 CHF 0.98 CHF 20,000 20,000 11,600 11,600 13,636 CHF 13,902 CHF 100.00% 100.00%
19/12/2024 4.28% 1.14 CHF 1.18 CHF 20,000 20,000 11,600 11,600 12,505 CHF 13,048 CHF 100.00% 100.00%
18/12/2024 2.72% 0.99 CHF 1.02 CHF 20,000 20,000 11,702 11,702 11,373 CHF 11,683 CHF 98.49% 98.49%
17/12/2024 2.86% 0.94 CHF 0.96 CHF 20,000 20,000 10,040 10,040 9,314 CHF 9,576 CHF 95.72% 95.72%
16/12/2024 3.02% 0.81 CHF 0.83 CHF 20,000 20,000 9,897 9,897 8,524 CHF 8,787 CHF 100.00% 100.00%
13/12/2024 2.84% 0.91 CHF 0.94 CHF 20,000 20,000 9,917 9,917 8,565 CHF 8,815 CHF 100.00% 100.00%
12/12/2024 2.91% 0.81 CHF 0.83 CHF 20,000 20,000 9,916 9,916 8,326 CHF 8,572 CHF 100.00% 100.00%
11/12/2024 2.63% 0.85 CHF 0.87 CHF 20,000 20,000 11,621 11,621 11,500 CHF 11,812 CHF 99.97% 99.97%
10/12/2024 2.21% 1.02 CHF 1.04 CHF 20,000 20,000 11,611 11,611 12,036 CHF 12,307 CHF 100.00% 100.00%
09/12/2024 2.94% 1.03 CHF 1.06 CHF 20,000 20,000 9,890 9,890 9,134 CHF 9,391 CHF 100.00% 100.00%

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