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 0.67% 74.60 % 75.10 % 500,000 500,000 500,000 500,000 373,016 CHF 375,516 CHF 99.99% 99.99%
12/07/2024 0.68% 73.83 % 74.33 % 500,000 500,000 500,000 500,000 367,396 CHF 369,896 CHF 78.76% 78.76%
11/07/2024 0.68% 72.87 % 73.37 % 500,000 500,000 500,000 500,000 364,057 CHF 366,557 CHF 100.00% 100.00%
10/07/2024 0.70% 72.27 % 72.77 % 500,000 500,000 500,000 500,000 357,587 CHF 360,087 CHF 94.72% 94.72%
09/07/2024 0.70% 70.95 % 71.45 % 500,000 500,000 500,000 500,000 355,753 CHF 358,253 CHF 97.75% 97.75%
08/07/2024 0.71% 70.60 % 71.10 % 500,000 500,000 500,000 500,000 353,189 CHF 355,689 CHF 99.77% 99.77%
05/07/2024 0.70% 70.62 % 71.12 % 500,000 500,000 500,000 500,000 355,558 CHF 358,058 CHF 100.00% 100.00%
04/07/2024 0.71% 70.60 % 71.10 % 500,000 500,000 500,000 500,000 351,349 CHF 353,849 CHF 98.26% 98.26%
03/07/2024 0.70% 71.40 % 71.90 % 500,000 500,000 500,000 500,000 358,144 CHF 360,644 CHF 100.00% 100.00%
02/07/2024 0.69% 72.05 % 72.55 % 500,000 500,000 500,000 500,000 359,111 CHF 361,611 CHF 100.00% 100.00%

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