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 2.06% 1.57 CHF 1.58 CHF 40,000 10,000 39,864 5,910 63,868 CHF 9,606 CHF 88.20% 88.20%
12/07/2024 1.78% 1.67 CHF 1.68 CHF 30,000 10,000 30,040 5,823 56,405 CHF 10,978 CHF 98.36% 98.36%
11/07/2024 1.86% 1.75 CHF 1.76 CHF 30,000 10,000 30,695 5,798 55,565 CHF 10,601 CHF 98.90% 98.90%
10/07/2024 1.89% 2.38 CHF 2.39 CHF 30,000 10,000 30,000 5,807 56,331 CHF 11,528 CHF 99.53% 99.53%
09/07/2024 2.52% 1.85 CHF 1.86 CHF 30,000 10,000 38,480 5,805 53,479 CHF 8,765 CHF 99.59% 99.59%
08/07/2024 1.90% 1.21 CHF 1.22 CHF 50,000 10,000 57,819 5,847 57,093 CHF 6,075 CHF 94.64% 94.64%

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