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 1.40% 2.31 CHF 2.32 CHF 30,000 10,000 30,000 5,908 70,458 CHF 14,007 CHF 88.30% 88.30%
12/07/2024 1.28% 2.42 CHF 2.43 CHF 30,000 10,000 20,959 5,819 54,881 CHF 15,327 CHF 98.65% 98.65%
11/07/2024 1.32% 2.50 CHF 2.51 CHF 20,000 10,000 21,385 5,808 54,626 CHF 14,968 CHF 99.22% 99.22%
10/07/2024 1.33% 3.13 CHF 3.14 CHF 20,000 10,000 20,580 5,804 54,054 CHF 15,893 CHF 99.62% 99.62%
09/07/2024 1.63% 2.60 CHF 2.61 CHF 20,000 10,000 28,577 5,804 61,074 CHF 13,131 CHF 99.62% 99.62%
08/07/2024 1.07% 1.96 CHF 1.97 CHF 30,000 10,000 30,218 5,846 52,729 CHF 10,474 CHF 94.68% 94.68%

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