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 2.43% 0.65 CHF 0.66 CHF 80,000 50,000 78,371 30,733 52,966 CHF 21,361 CHF 55.82% 55.82%
12/07/2024 2.71% 0.55 CHF 0.56 CHF 100,000 50,000 100,764 38,671 51,775 CHF 21,151 CHF 33.81% 33.81%
11/07/2024 3.32% 0.46 CHF 0.47 CHF 110,000 50,000 102,328 28,020 52,848 CHF 14,635 CHF 66.51% 66.51%
10/07/2024 3.69% 0.51 CHF 0.52 CHF 100,000 50,000 107,452 25,910 52,392 CHF 13,046 CHF 90.26% 90.26%
09/07/2024 4.97% 0.39 CHF 0.40 CHF 130,000 50,000 141,942 25,332 51,679 CHF 9,889 CHF 99.60% 99.60%
08/07/2024 5.80% 0.33 CHF 0.34 CHF 160,000 50,000 166,595 26,466 51,773 CHF 8,983 CHF 81.99% 81.99%

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