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 1.65% 71.00 % 73.50 % 500,000 500,000 500,000 500,000 360,398 CHF 366,398 CHF 1.28% 100.00%
12/07/2024 1.39% 74.30 % 75.40 % 500,000 500,000 500,000 500,000 376,151 CHF 381,397 CHF 100.00% 100.00%
11/07/2024 1.44% 74.70 % 75.80 % 500,000 500,000 499,737 499,737 371,049 CHF 376,418 CHF 99.35% 99.35%
10/07/2024 0.34% 87.10 % 87.40 % 500,000 500,000 500,000 500,000 434,202 CHF 435,702 CHF 100.00% 100.00%
09/07/2024 0.34% 88.30 % 88.60 % 500,000 500,000 500,000 500,000 444,629 CHF 446,129 CHF 100.00% 100.00%
08/07/2024 0.33% 89.20 % 89.50 % 500,000 500,000 500,000 500,000 451,115 CHF 452,615 CHF 100.00% 100.00%
05/07/2024 0.34% 88.70 % 89.00 % 500,000 500,000 500,000 500,000 444,371 CHF 445,871 CHF 97.13% 97.13%
04/07/2024 0.34% 88.80 % 89.10 % 500,000 500,000 500,000 500,000 446,639 CHF 448,139 CHF 98.90% 98.90%
03/07/2024 0.40% 85.50 % 85.80 % 500,000 500,000 500,000 500,000 421,919 CHF 423,592 CHF 100.00% 100.00%
02/07/2024 1.13% 79.60 % 80.50 % 500,000 500,000 500,000 500,000 397,557 CHF 402,057 CHF 100.00% 100.00%

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