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 1.70% 0.61 CHF 0.62 CHF 120,000 120,000 53,526 53,526 32,210 CHF 32,748 CHF 100.00% 100.00%
12/07/2024 1.88% 0.57 CHF 0.58 CHF 120,000 120,000 53,518 53,518 29,498 CHF 30,036 CHF 99.99% 99.99%
11/07/2024 1.90% 0.55 CHF 0.56 CHF 120,000 120,000 60,452 60,452 32,483 CHF 33,090 CHF 99.99% 99.99%
10/07/2024 1.97% 0.51 CHF 0.52 CHF 130,000 130,000 61,034 61,034 31,323 CHF 31,936 CHF 99.90% 99.90%
09/07/2024 1.92% 0.51 CHF 0.52 CHF 130,000 130,000 59,908 59,908 31,765 CHF 32,368 CHF 100.00% 100.00%
08/07/2024 1.98% 0.53 CHF 0.54 CHF 130,000 130,000 60,935 60,935 31,929 CHF 32,541 CHF 99.77% 99.77%

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