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 9.73% 0.11 CHF 0.11 CHF 460,000 250,000 491,584 200,126 50,464 CHF 22,521 CHF 99.37% 99.37%
12/07/2024 10.14% 0.10 CHF 0.10 CHF 500,000 250,000 499,984 200,123 48,738 CHF 21,486 CHF 99.68% 99.68%
11/07/2024 12.97% 0.10 CHF 0.11 CHF 500,000 250,000 497,513 200,130 39,592 CHF 18,281 CHF 98.19% 98.19%
10/07/2024 12.85% 0.07 CHF 0.07 CHF 500,000 250,000 500,000 199,888 37,877 CHF 17,123 CHF 95.36% 95.36%
09/07/2024 12.40% 0.08 CHF 0.09 CHF 500,000 250,000 500,000 200,119 39,152 CHF 17,621 CHF 99.69% 99.69%
08/07/2024 11.14% 0.08 CHF 0.08 CHF 500,000 250,000 500,000 200,129 44,007 CHF 19,537 CHF 99.68% 99.68%

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