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
13/01/2025 25.30% 0.04 CHF 0.05 CHF 500,000 125,000 497,483 125,000 17,204 CHF 5,573 CHF 99.39% 99.39%
10/01/2025 25.09% 0.03 CHF 0.04 CHF 500,000 125,000 500,000 125,000 17,439 CHF 5,610 CHF 99.39% 99.39%
09/01/2025 22.96% 0.04 CHF 0.05 CHF 500,000 125,000 496,526 125,000 19,199 CHF 6,084 CHF 99.39% 99.39%
08/01/2025 21.35% 0.04 CHF 0.05 CHF 500,000 125,000 497,230 125,000 20,870 CHF 6,495 CHF 99.37% 99.37%
07/01/2025 18.85% 0.05 CHF 0.06 CHF 500,000 125,000 497,033 207,083 23,936 CHF 12,176 CHF 99.38% 99.38%
06/01/2025 19.77% 0.05 CHF 0.06 CHF 500,000 125,000 500,000 154,282 22,864 CHF 8,713 CHF 99.37% 99.37%
30/12/2024 22.22% 0.04 CHF 0.05 CHF 500,000 125,000 813,645 204,341 32,546 CHF 10,217 CHF 97.10% 97.10%
27/12/2024 21.56% 0.04 CHF 0.05 CHF 1,000,000 250,000 994,462 250,000 41,265 CHF 12,872 CHF 99.38% 99.38%
23/12/2024 21.96% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 40,594 CHF 12,649 CHF 99.25% 99.25%
20/12/2024 20.13% 0.05 CHF 0.06 CHF 1,000,000 250,000 1,000,000 250,000 44,705 CHF 13,676 CHF 99.23% 99.23%

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