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 0.70% 4.87 CHF 4.88 CHF 20,000 10,000 20,000 5,910 96,111 CHF 28,630 CHF 88.23% 88.23%
12/07/2024 0.75% 4.77 CHF 4.78 CHF 20,000 10,000 20,000 5,822 90,888 CHF 26,774 CHF 98.42% 98.42%
11/07/2024 0.74% 4.69 CHF 4.70 CHF 20,000 10,000 20,000 5,809 92,429 CHF 27,103 CHF 99.18% 99.18%

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