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 0.58% 140.40 % 141.20 % 500,000 100,000 148,039 29,608 206,209 CHF 41,479 CHF 100.00% 100.00%
12/07/2024 0.73% 138.30 % 139.30 % 500,000 100,000 148,223 29,645 204,160 CHF 41,128 CHF 100.00% 100.00%
11/07/2024 0.73% 137.40 % 138.40 % 500,000 100,000 148,011 29,602 204,251 CHF 41,147 CHF 100.00% 100.00%
10/07/2024 0.58% 136.60 % 137.40 % 500,000 100,000 148,321 29,664 203,788 CHF 40,995 CHF 100.00% 100.00%
09/07/2024 0.58% 137.50 % 138.30 % 500,000 100,000 146,808 29,362 202,146 CHF 40,664 CHF 99.59% 99.59%
08/07/2024 0.72% 137.50 % 138.50 % 500,000 100,000 148,027 29,605 204,762 CHF 41,249 CHF 100.00% 100.00%
05/07/2024 0.71% 139.60 % 140.60 % 500,000 100,000 148,256 29,651 206,724 CHF 41,641 CHF 100.00% 100.00%
04/07/2024 0.57% 139.50 % 140.30 % 50,000 10,000 49,831 9,966 69,485 CHF 13,977 CHF 99.45% 99.45%
03/07/2024 0.57% 139.80 % 140.60 % 500,000 100,000 148,262 29,652 206,773 CHF 41,592 CHF 100.00% 100.00%
02/07/2024 0.72% 138.70 % 139.70 % 500,000 100,000 148,298 29,666 205,508 CHF 41,408 CHF 100.00% 100.00%

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