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 0.79% 101.30 % 102.10 % 500,000 500,000 500,000 500,000 506,324 CHF 510,324 CHF 100.00% 100.00%
12/07/2024 0.79% 101.40 % 102.20 % 500,000 500,000 500,000 500,000 507,285 CHF 511,285 CHF 100.00% 100.00%
11/07/2024 0.78% 101.60 % 102.40 % 500,000 500,000 500,000 500,000 509,093 CHF 513,093 CHF 100.00% 100.00%
10/07/2024 0.78% 102.50 % 103.30 % 500,000 500,000 500,000 500,000 512,448 CHF 516,448 CHF 100.00% 100.00%
09/07/2024 0.78% 102.50 % 103.30 % 500,000 500,000 500,000 500,000 512,964 CHF 516,964 CHF 99.59% 99.59%
08/07/2024 0.77% 102.70 % 103.50 % 500,000 500,000 500,000 500,000 515,036 CHF 519,036 CHF 100.00% 100.00%
05/07/2024 0.77% 103.40 % 104.20 % 500,000 500,000 500,000 500,000 518,134 CHF 522,134 CHF 100.00% 100.00%
04/07/2024 0.77% 103.90 % 104.70 % 500,000 500,000 500,000 500,000 519,406 CHF 523,406 CHF 99.45% 99.45%
03/07/2024 0.76% 104.60 % 105.40 % 500,000 500,000 500,000 500,000 522,536 CHF 526,536 CHF 100.00% 100.00%
02/07/2024 0.76% 104.70 % 105.50 % 500,000 500,000 500,000 500,000 522,927 CHF 526,928 CHF 100.00% 100.00%

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