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 5.02% 0.36 CHF 0.38 CHF 86,904 50,000 86,514 49,905 31,679 CHF 19,213 CHF 94.97% 94.97%
18/12/2024 4.87% 0.39 CHF 0.41 CHF 85,895 50,000 85,591 50,000 34,348 CHF 21,066 CHF 99.47% 99.47%
17/12/2024 3.75% 0.41 CHF 0.43 CHF 85,501 50,000 85,493 50,000 35,952 CHF 21,832 CHF 99.39% 99.39%
16/12/2024 3.58% 0.47 CHF 0.48 CHF 84,103 50,000 84,714 50,000 37,066 CHF 22,681 CHF 100.00% 100.00%
13/12/2024 4.33% 0.43 CHF 0.45 CHF 85,095 50,000 84,449 50,000 38,236 CHF 23,642 CHF 100.00% 100.00%
12/12/2024 4.56% 0.45 CHF 0.47 CHF 84,160 50,000 84,181 48,941 37,127 CHF 22,572 CHF 97.51% 97.51%
11/12/2024 4.48% 0.45 CHF 0.47 CHF 83,574 50,000 83,919 50,000 36,722 CHF 22,887 CHF 99.33% 99.33%
10/12/2024 4.84% 0.37 CHF 0.39 CHF 85,217 50,000 84,319 50,000 34,074 CHF 21,213 CHF 100.00% 100.00%
09/12/2024 4.61% 0.41 CHF 0.43 CHF 83,760 50,000 83,736 50,000 35,586 CHF 22,258 CHF 100.00% 100.00%
06/12/2024 4.15% 0.51 CHF 0.53 CHF 81,672 50,000 82,557 50,000 39,040 CHF 24,656 CHF 99.55% 99.55%

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