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
17/01/2025 2.48% 0.42 CHF 0.43 CHF 500,000 500,000 500,000 500,000 198,997 CHF 203,997 CHF 99.89% 99.89%
16/01/2025 3.30% 0.35 CHF 0.36 CHF 500,000 500,000 500,000 500,000 149,528 CHF 154,528 CHF 100.00% 100.00%
15/01/2025 5.06% 0.23 CHF 0.24 CHF 500,000 500,000 500,000 500,000 97,520 CHF 102,520 CHF 99.84% 99.84%
13/01/2025 5.22% 0.21 CHF 0.22 CHF 500,000 500,000 500,000 500,000 93,731 CHF 98,731 CHF 100.00% 100.00%
10/01/2025 3.13% 0.26 CHF 0.27 CHF 500,000 500,000 500,000 500,000 158,333 CHF 163,333 CHF 99.62% 99.62%
09/01/2025 2.64% 0.38 CHF 0.39 CHF 500,000 500,000 500,000 500,000 187,460 CHF 192,460 CHF 100.00% 100.00%
08/01/2025 3.20% 0.32 CHF 0.33 CHF 500,000 500,000 500,000 500,000 155,167 CHF 160,167 CHF 99.36% 99.36%
07/01/2025 4.26% 0.28 CHF 0.29 CHF 500,000 500,000 500,000 500,000 115,639 CHF 120,639 CHF 99.52% 99.52%
06/01/2025 5.72% 0.19 CHF 0.20 CHF 500,000 500,000 500,000 500,000 85,578 CHF 90,578 CHF 99.82% 99.82%
30/12/2024 6.05% 0.15 CHF 0.16 CHF 500,000 500,000 499,744 499,744 80,573 CHF 85,573 CHF 99.75% 99.75%

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