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 1.13% 67.70 % 71.50 % 500,000 500,000 500,000 500,000 352,448 CHF 356,448 CHF 1.28% 100.00%
12/07/2024 1.09% 72.20 % 73.00 % 500,000 500,000 500,000 500,000 364,989 CHF 368,989 CHF 100.00% 100.00%
11/07/2024 1.11% 71.90 % 72.70 % 500,000 500,000 500,000 500,000 357,482 CHF 361,482 CHF 99.84% 99.84%
10/07/2024 0.96% 83.30 % 84.10 % 500,000 500,000 500,000 500,000 414,449 CHF 418,449 CHF 100.00% 100.00%
09/07/2024 0.94% 83.80 % 84.60 % 500,000 500,000 500,000 500,000 422,275 CHF 426,275 CHF 99.59% 99.59%
08/07/2024 0.93% 84.70 % 85.50 % 500,000 500,000 500,000 499,655 428,217 CHF 431,919 CHF 100.00% 100.00%
05/07/2024 0.95% 83.80 % 84.60 % 500,000 500,000 500,000 499,990 419,885 CHF 423,877 CHF 100.00% 100.00%
04/07/2024 0.96% 82.70 % 83.50 % 500,000 500,000 499,735 499,735 416,529 CHF 420,527 CHF 99.46% 99.46%
03/07/2024 1.28% 78.60 % 79.60 % 500,000 500,000 500,000 500,000 388,452 CHF 393,452 CHF 100.00% 100.00%
02/07/2024 - 72.90 % - % 500,000 0 0 0 0 CHF 0 CHF 0.00% 100.00%

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