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% 95.20 % 96.00 % 500,000 500,000 500,000 499,985 476,048 CHF 480,034 CHF 100.00% 100.00%
12/07/2024 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 498,506 CHF 502,506 CHF 100.00% 100.00%
11/07/2024 0.80% 99.70 % 100.50 % 500,000 500,000 499,998 500,000 497,957 CHF 501,959 CHF 100.00% 100.00%
10/07/2024 0.80% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 494,914 CHF 498,914 CHF 100.00% 100.00%
09/07/2024 0.80% 98.90 % 99.70 % 500,000 500,000 500,000 500,000 495,900 CHF 499,900 CHF 99.27% 99.27%
08/07/2024 0.80% 99.30 % 100.10 % 500,000 500,000 500,000 500,000 497,170 CHF 501,170 CHF 100.00% 100.00%
05/07/2024 0.80% 99.30 % 100.10 % 500,000 500,000 500,000 500,000 498,485 CHF 502,485 CHF 100.00% 100.00%
04/07/2024 0.80% 99.50 % 100.30 % 500,000 500,000 500,000 500,000 497,128 CHF 501,128 CHF 99.45% 99.45%
03/07/2024 0.80% 99.50 % 100.30 % 500,000 500,000 500,000 500,000 496,808 CHF 500,808 CHF 100.00% 100.00%
02/07/2024 0.81% 98.90 % 99.70 % 500,000 500,000 500,000 500,000 492,470 CHF 496,470 CHF 100.00% 100.00%

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