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
27/02/2025 4.75% 0.83 CHF 0.87 CHF 350,000 350,000 105,728 105,728 88,386 CHF 92,618 CHF 99.30% 99.30%
26/02/2025 4.69% 0.83 CHF 0.87 CHF 350,000 350,000 106,981 106,981 90,542 CHF 94,824 CHF 100.00% 100.00%
25/02/2025 4.94% 0.87 CHF 0.91 CHF 370,000 370,000 107,834 107,834 91,406 CHF 95,745 CHF 100.00% 100.00%
21/02/2025 5.40% 0.76 CHF 0.80 CHF 320,000 320,000 96,784 96,784 72,722 CHF 76,734 CHF 99.92% 99.92%
20/02/2025 5.13% 0.77 CHF 0.81 CHF 340,000 340,000 94,072 94,072 72,549 CHF 76,315 CHF 99.70% 99.70%
19/02/2025 5.29% 0.75 CHF 0.79 CHF 340,000 340,000 89,091 89,091 67,019 CHF 70,584 CHF 99.65% 99.65%
18/02/2025 5.30% 0.74 CHF 0.78 CHF 320,000 320,000 84,361 84,361 62,851 CHF 66,227 CHF 99.26% 99.26%
17/02/2025 5.19% 0.75 CHF 0.79 CHF 20,000 20,000 19,887 19,887 14,924 CHF 15,719 CHF 100.00% 100.00%
14/02/2025 5.58% 0.74 CHF 0.78 CHF 320,000 320,000 88,629 88,414 64,405 CHF 67,791 CHF 94.65% 94.65%
13/02/2025 4.92% 0.79 CHF 0.83 CHF 340,000 340,000 89,566 89,566 71,707 CHF 75,291 CHF 99.90% 99.90%

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