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 1.75% 87.70 % 88.70 % 500,000 500,000 148,198 148,198 130,015 CHF 131,776 CHF 100.00% 100.00%
12/07/2024 - 87.50 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11/07/2024 1.80% 86.20 % 87.20 % 500,000 500,000 147,963 147,961 127,433 CHF 129,190 CHF 99.99% 99.99%
10/07/2024 - 87.90 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
09/07/2024 1.51% 89.50 % 90.30 % 500,000 500,000 146,824 146,824 131,941 CHF 133,403 CHF 99.59% 99.59%
08/07/2024 1.48% 90.80 % 91.60 % 500,000 500,000 148,249 148,249 135,328 CHF 136,798 CHF 100.00% 100.00%
05/07/2024 1.69% 91.00 % 92.00 % 500,000 500,000 148,256 148,256 135,041 CHF 136,805 CHF 100.00% 100.00%
04/07/2024 1.74% 91.70 % 93.60 % 50,000 50,000 49,645 49,645 45,504 CHF 46,302 CHF 99.45% 99.45%
03/07/2024 1.48% 91.30 % 92.10 % 500,000 500,000 148,268 148,268 135,817 CHF 137,289 CHF 100.00% 100.00%
02/07/2024 1.69% 91.70 % 92.70 % 500,000 500,000 148,352 148,352 136,035 CHF 137,802 CHF 100.00% 100.00%

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