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 0.50% 99.30 % 99.80 % 500,000 500,000 500,000 500,000 496,556 CHF 499,056 CHF 100.00% 100.00%
12/07/2024 0.31% 99.30 % 99.61 % 500,000 500,000 500,000 500,000 496,326 CHF 497,869 CHF 100.00% 100.00%
11/07/2024 0.31% 99.20 % 99.51 % 500,000 500,000 500,000 500,000 495,882 CHF 497,424 CHF 100.00% 100.00%
10/07/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 495,028 CHF 497,528 CHF 100.00% 100.00%
09/07/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 496,354 CHF 498,854 CHF 100.00% 100.00%
08/07/2024 0.31% 98.60 % 98.91 % 500,000 500,000 500,000 500,000 493,029 CHF 494,578 CHF 100.00% 100.00%
05/07/2024 0.31% 99.00 % 99.31 % 500,000 500,000 500,000 500,000 495,528 CHF 497,078 CHF 97.13% 97.13%
04/07/2024 0.50% 98.80 % 99.30 % 500,000 500,000 500,000 500,000 493,997 CHF 496,497 CHF 99.45% 99.45%
03/07/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,472 CHF 497,972 CHF 100.00% 100.00%
02/07/2024 0.31% 99.20 % 99.51 % 500,000 500,000 500,000 500,000 495,964 CHF 497,512 CHF 100.00% 100.00%

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