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% 99.70 % 100.01 % 500,000 100,000 500,000 100,000 498,542 CHF 100,018 CHF 100.00% 100.00%
12/07/2024 0.31% 99.60 % 99.91 % 500,000 500,000 500,000 500,000 497,712 CHF 499,255 CHF 100.00% 100.00%
11/07/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,294 CHF 501,794 CHF 100.00% 100.00%
10/07/2024 0.31% 99.80 % 100.11 % 500,000 500,000 500,000 500,000 496,340 CHF 497,890 CHF 100.00% 100.00%
09/07/2024 0.31% 99.00 % 99.31 % 500,000 500,000 500,000 500,000 494,341 CHF 495,891 CHF 99.67% 99.67%
08/07/2024 0.31% 99.00 % 99.31 % 500,000 500,000 500,000 500,000 496,557 CHF 498,106 CHF 100.00% 100.00%
05/07/2024 0.31% 99.30 % 99.61 % 500,000 500,000 500,000 500,000 496,543 CHF 498,093 CHF 97.11% 97.11%
04/07/2024 0.31% 99.40 % 99.71 % 500,000 500,000 500,000 500,000 496,321 CHF 497,871 CHF 99.45% 99.45%
03/07/2024 0.31% 99.70 % 100.01 % 500,000 500,000 500,000 500,000 497,418 CHF 498,968 CHF 100.00% 100.00%
02/07/2024 0.31% 99.00 % 99.31 % 500,000 500,000 500,000 500,000 493,106 CHF 494,654 CHF 100.00% 100.00%

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