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 0.88% 90.00 % 90.80 % 500,000 500,000 500,000 500,000 453,997 CHF 457,997 CHF 100.00% 100.00%
12/07/2024 1.10% 91.10 % 92.10 % 500,000 500,000 500,000 500,000 452,750 CHF 457,750 CHF 100.00% 100.00%
11/07/2024 1.09% 90.20 % 91.20 % 500,000 500,000 500,000 499,749 455,644 CHF 460,410 CHF 100.00% 100.00%
10/07/2024 0.84% 94.90 % 95.70 % 500,000 500,000 500,000 500,000 472,495 CHF 476,495 CHF 100.00% 100.00%
09/07/2024 0.85% 93.80 % 94.60 % 500,000 500,000 500,000 500,000 468,126 CHF 472,126 CHF 99.27% 99.27%
08/07/2024 1.06% 93.10 % 94.10 % 500,000 500,000 500,000 500,000 467,304 CHF 472,304 CHF 100.00% 100.00%
05/07/2024 1.06% 93.50 % 94.50 % 500,000 500,000 500,000 500,000 468,103 CHF 473,103 CHF 100.00% 100.00%
04/07/2024 0.85% 93.30 % 94.10 % 500,000 500,000 500,000 500,000 466,581 CHF 470,581 CHF 99.45% 99.45%
03/07/2024 0.86% 93.10 % 93.90 % 500,000 500,000 500,000 500,000 464,121 CHF 468,121 CHF 100.00% 100.00%
02/07/2024 1.06% 94.40 % 95.40 % 500,000 500,000 500,000 500,000 469,077 CHF 474,077 CHF 100.00% 100.00%

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