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 0.84% 94.80 % 95.60 % 500,000 500,000 500,000 499,709 472,445 CHF 476,163 CHF 100.00% 100.00%
12/07/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 496,582 CHF 500,582 CHF 100.00% 100.00%
11/07/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 495,455 CHF 499,455 CHF 100.00% 100.00%
10/07/2024 0.79% 101.50 % 102.30 % 500,000 500,000 500,000 500,000 506,598 CHF 510,598 CHF 100.00% 100.00%
09/07/2024 0.98% 101.10 % 102.10 % 500,000 500,000 500,000 500,000 507,413 CHF 512,413 CHF 99.27% 99.27%
08/07/2024 0.78% 101.80 % 102.60 % 500,000 500,000 500,000 500,000 509,541 CHF 513,541 CHF 100.00% 100.00%
05/07/2024 0.78% 101.40 % 102.20 % 500,000 500,000 500,000 500,000 509,636 CHF 513,636 CHF 100.00% 100.00%
04/07/2024 0.78% 101.70 % 102.50 % 500,000 500,000 500,000 500,000 507,916 CHF 511,916 CHF 99.45% 99.45%
03/07/2024 0.79% 101.50 % 102.30 % 500,000 500,000 500,000 500,000 506,777 CHF 510,777 CHF 100.00% 100.00%
02/07/2024 0.79% 100.80 % 101.60 % 500,000 500,000 500,000 500,000 501,981 CHF 505,981 CHF 100.00% 100.00%

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