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 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 498,925 CHF 502,925 CHF 100.00% 100.00%
12/07/2024 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 498,440 CHF 502,440 CHF 100.00% 100.00%
11/07/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 496,293 CHF 500,293 CHF 100.00% 100.00%
10/07/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 495,435 CHF 499,435 CHF 100.00% 100.00%
09/07/2024 0.81% 98.60 % 99.40 % 500,000 500,000 500,000 500,000 494,885 CHF 498,885 CHF 99.59% 99.59%
08/07/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 496,048 CHF 500,048 CHF 100.00% 100.00%
05/07/2024 0.80% 99.00 % 99.80 % 500,000 500,000 500,000 500,000 495,813 CHF 499,813 CHF 100.00% 100.00%
04/07/2024 0.80% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 495,639 CHF 499,639 CHF 99.45% 99.45%
03/07/2024 0.81% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 494,175 CHF 498,175 CHF 100.00% 100.00%
02/07/2024 0.81% 98.10 % 98.90 % 500,000 500,000 500,000 500,000 490,605 CHF 494,605 CHF 100.00% 100.00%

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