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 0.65% 5.15 CHF 5.16 CHF 10,000 10,000 10,000 5,909 51,819 CHF 30,755 CHF 88.24% 88.24%
12/07/2024 0.62% 5.25 CHF 5.26 CHF 10,000 10,000 10,000 5,821 54,604 CHF 31,822 CHF 98.49% 98.49%
11/07/2024 0.62% 5.32 CHF 5.33 CHF 10,000 10,000 10,000 5,802 54,013 CHF 31,400 CHF 99.03% 99.03%
10/07/2024 0.63% 5.97 CHF 5.98 CHF 10,000 10,000 10,000 5,805 54,716 CHF 32,395 CHF 99.58% 99.58%
09/07/2024 0.69% 5.44 CHF 5.45 CHF 10,000 10,000 17,776 5,805 88,086 CHF 29,619 CHF 99.58% 99.58%
08/07/2024 0.41% 4.80 CHF 4.81 CHF 20,000 10,000 20,000 5,848 91,572 CHF 27,046 CHF 94.62% 94.62%

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