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
19/12/2024 1.38% 7.00 CHF 7.10 CHF 10,000 5,000 10,000 5,000 72,246 CHF 36,623 CHF 99.48% 99.48%
18/12/2024 1.43% 7.07 CHF 7.17 CHF 10,000 5,000 10,000 5,000 69,392 CHF 35,196 CHF 96.59% 96.59%
17/12/2024 1.50% 6.64 CHF 6.74 CHF 10,000 5,000 10,000 5,000 66,101 CHF 33,550 CHF 99.56% 99.56%
16/12/2024 1.52% 6.40 CHF 6.50 CHF 10,000 5,000 10,000 5,000 65,375 CHF 33,188 CHF 96.53% 96.53%
13/12/2024 1.33% 7.31 CHF 7.41 CHF 10,000 5,000 10,000 5,000 74,643 CHF 37,822 CHF 99.51% 99.51%
12/12/2024 1.50% 6.74 CHF 6.84 CHF 10,000 5,000 10,000 5,000 66,391 CHF 33,696 CHF 99.57% 99.57%
11/12/2024 1.53% 6.51 CHF 6.61 CHF 10,000 5,000 10,000 5,000 64,795 CHF 32,898 CHF 99.54% 99.54%
10/12/2024 0.80% 6.39 CHF 6.44 CHF 10,000 10,000 10,000 10,000 62,621 CHF 63,121 CHF 99.50% 99.50%
09/12/2024 0.86% 5.89 CHF 5.94 CHF 10,000 10,000 10,000 10,000 58,148 CHF 58,648 CHF 99.55% 99.55%
06/12/2024 0.90% 5.42 CHF 5.47 CHF 10,000 10,000 10,000 10,000 55,218 CHF 55,718 CHF 99.55% 99.55%

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