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 0.31% 100.00 % 100.31 % 500,000 100,000 500,000 100,000 500,172 CHF 100,344 CHF 100.00% 100.00%
12/07/2024 0.31% 100.20 % 100.51 % 500,000 500,000 500,000 500,000 500,869 CHF 502,412 CHF 100.00% 100.00%
11/07/2024 0.31% 100.40 % 100.71 % 500,000 500,000 500,000 500,000 501,492 CHF 503,035 CHF 100.00% 100.00%
10/07/2024 0.31% 100.10 % 100.41 % 500,000 500,000 500,000 500,000 500,442 CHF 501,992 CHF 100.00% 100.00%
09/07/2024 0.31% 100.00 % 100.31 % 500,000 500,000 500,000 500,000 500,337 CHF 501,887 CHF 99.68% 99.68%
08/07/2024 0.31% 99.90 % 100.21 % 500,000 500,000 500,000 500,000 500,234 CHF 501,782 CHF 100.00% 100.00%
05/07/2024 0.31% 99.90 % 100.21 % 500,000 500,000 500,000 500,000 499,535 CHF 501,085 CHF 97.13% 97.13%
04/07/2024 0.31% 99.60 % 99.91 % 500,000 500,000 500,000 500,000 497,846 CHF 499,396 CHF 99.46% 99.46%
03/07/2024 0.31% 98.80 % 99.11 % 500,000 500,000 500,000 500,000 492,882 CHF 494,432 CHF 100.00% 100.00%
02/07/2024 0.32% 98.20 % 98.51 % 500,000 500,000 500,000 499,664 488,602 CHF 489,822 CHF 100.00% 100.00%

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