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
15/07/2024 7.81% 0.18 CHF 0.19 CHF 123,476 50,000 121,844 50,000 27,297 CHF 12,112 CHF 99.71% 99.71%
12/07/2024 12.11% 0.24 CHF 0.27 CHF 25,000 25,000 25,000 25,000 5,606 CHF 6,328 CHF 99.01% 99.01%
11/07/2024 10.81% 0.24 CHF 0.27 CHF 25,000 25,000 25,000 25,000 5,892 CHF 6,565 CHF 99.04% 99.04%
10/07/2024 14.54% 0.19 CHF 0.22 CHF 25,000 25,000 25,000 25,000 4,559 CHF 5,259 CHF 99.81% 99.81%
09/07/2024 11.13% 0.21 CHF 0.24 CHF 25,000 25,000 25,000 25,000 5,754 CHF 6,432 CHF 100.00% 100.00%
08/07/2024 6.91% 0.23 CHF 0.25 CHF 122,046 50,000 120,651 50,000 32,532 CHF 14,446 CHF 100.00% 100.00%

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