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 0.32% 94.90 % 95.20 % 500,000 500,000 494,970 494,970 472,777 CHF 474,265 CHF 100.00% 100.00%
12/07/2024 0.32% 96.10 % 96.40 % 500,000 500,000 494,970 494,970 473,278 CHF 474,766 CHF 100.00% 100.00%
11/07/2024 0.32% 95.60 % 95.90 % 500,000 500,000 494,970 494,960 474,044 CHF 475,523 CHF 100.00% 100.00%
10/07/2024 0.46% 94.30 % 94.60 % 500,000 500,000 494,970 494,970 461,641 CHF 463,706 CHF 100.00% 100.00%
09/07/2024 0.76% 92.30 % 93.20 % 500,000 500,000 495,442 495,404 458,345 CHF 461,748 CHF 100.00% 100.00%
08/07/2024 0.33% 93.90 % 94.20 % 500,000 500,000 494,970 494,970 465,116 CHF 466,603 CHF 100.00% 100.00%
05/07/2024 0.33% 93.60 % 93.90 % 500,000 500,000 494,969 494,969 467,069 CHF 468,557 CHF 100.00% 100.00%
04/07/2024 0.33% 93.60 % 93.90 % 500,000 500,000 494,942 494,942 463,286 CHF 464,774 CHF 99.45% 99.45%
03/07/2024 0.33% 94.00 % 94.30 % 500,000 500,000 494,969 494,969 463,765 CHF 465,253 CHF 100.00% 100.00%
02/07/2024 0.58% 93.00 % 93.30 % 500,000 500,000 494,810 494,810 455,526 CHF 458,108 CHF 96.95% 96.95%

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