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 0.50% 100.35 % 100.85 % 500,000 500,000 500,000 500,000 502,879 CHF 505,379 CHF 100.00% 100.00%
12/07/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 500,852 CHF 503,352 CHF 100.00% 100.00%
11/07/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 500,210 CHF 502,710 CHF 100.00% 100.00%
10/07/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,090 CHF 501,590 CHF 100.00% 100.00%
09/07/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 498,859 CHF 501,359 CHF 99.92% 99.92%
08/07/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,788 CHF 500,288 CHF 100.00% 100.00%
05/07/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,365 CHF 499,865 CHF 100.00% 100.00%
04/07/2024 0.50% 99.45 % 99.95 % 500,000 500,000 500,000 500,000 497,170 CHF 499,670 CHF 100.00% 100.00%
03/07/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,728 CHF 500,228 CHF 100.00% 100.00%
02/07/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,745 CHF 500,245 CHF 100.00% 100.00%

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