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 0.47% 83.25 % 83.65 % 500,000 500,000 500,000 500,000 420,684 CHF 422,684 CHF 99.38% 99.38%
12/07/2024 0.47% 84.55 % 84.95 % 500,000 500,000 500,000 500,000 420,509 CHF 422,509 CHF 90.88% 90.88%
11/07/2024 0.48% 83.70 % 84.10 % 500,000 500,000 500,000 500,000 417,315 CHF 419,315 CHF 99.36% 99.36%
10/07/2024 0.48% 83.35 % 83.75 % 500,000 500,000 500,000 500,000 415,227 CHF 417,227 CHF 99.36% 99.36%
09/07/2024 0.48% 82.95 % 83.35 % 500,000 500,000 500,000 500,000 416,697 CHF 418,697 CHF 67.72% 67.72%
08/07/2024 0.48% 83.00 % 83.40 % 500,000 500,000 500,000 500,000 415,634 CHF 417,634 CHF 99.38% 99.38%
05/07/2024 0.48% 82.80 % 83.20 % 500,000 500,000 500,000 500,000 415,664 CHF 417,664 CHF 99.07% 99.07%
04/07/2024 0.48% 83.25 % 83.65 % 500,000 500,000 500,000 500,000 416,087 CHF 418,087 CHF 98.56% 98.56%
03/07/2024 0.48% 83.15 % 83.55 % 500,000 500,000 500,000 500,000 414,412 CHF 416,412 CHF 99.34% 99.34%
02/07/2024 0.48% 82.90 % 83.30 % 500,000 500,000 500,000 500,000 411,632 CHF 413,632 CHF 99.38% 99.38%

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