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 8.29% 0.20 CHF 0.21 CHF 260,000 25,000 238,322 20,014 51,117 CHF 4,642 CHF 99.32% 99.32%
12/07/2024 9.17% 0.21 CHF 0.22 CHF 250,000 25,000 259,725 20,014 50,870 CHF 4,305 CHF 99.64% 99.64%
11/07/2024 10.32% 0.16 CHF 0.17 CHF 310,000 25,000 296,571 20,018 50,941 CHF 3,888 CHF 90.71% 90.71%
10/07/2024 17.51% 0.12 CHF 0.13 CHF 410,000 25,000 476,964 20,015 47,353 CHF 2,410 CHF 99.58% 99.58%
09/07/2024 16.29% 0.06 CHF 0.07 CHF 500,000 25,000 462,885 20,015 47,836 CHF 2,402 CHF 99.63% 99.63%

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