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 1.55% 1.39 CHF 1.42 CHF 20,000 20,000 11,600 11,600 18,643 CHF 18,940 CHF 100.00% 100.00%
19/12/2024 2.80% 1.57 CHF 1.62 CHF 20,000 20,000 11,600 11,600 17,561 CHF 18,062 CHF 100.00% 100.00%
18/12/2024 1.87% 1.42 CHF 1.45 CHF 20,000 20,000 11,702 11,702 16,431 CHF 16,737 CHF 98.49% 98.49%
17/12/2024 2.00% 1.37 CHF 1.40 CHF 20,000 20,000 9,944 9,944 13,533 CHF 13,798 CHF 98.69% 98.69%
16/12/2024 1.83% 1.24 CHF 1.27 CHF 20,000 20,000 9,897 9,897 12,813 CHF 13,055 CHF 100.00% 100.00%
13/12/2024 2.03% 1.34 CHF 1.37 CHF 20,000 20,000 9,917 9,917 12,848 CHF 13,107 CHF 100.00% 100.00%
12/12/2024 1.87% 1.24 CHF 1.26 CHF 20,000 20,000 9,916 9,916 12,590 CHF 12,829 CHF 100.00% 100.00%
11/12/2024 1.80% 1.27 CHF 1.30 CHF 20,000 20,000 11,621 11,621 16,481 CHF 16,786 CHF 99.97% 99.97%
10/12/2024 1.81% 1.44 CHF 1.47 CHF 20,000 20,000 11,611 11,611 16,960 CHF 17,267 CHF 100.00% 100.00%
09/12/2024 1.86% 1.46 CHF 1.48 CHF 20,000 20,000 9,890 9,890 13,341 CHF 13,590 CHF 100.00% 100.00%

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