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% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 502,091 CHF 504,591 CHF 100.00% 100.00%
12/07/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 501,298 CHF 503,798 CHF 100.00% 100.00%
11/07/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,133 CHF 503,633 CHF 100.00% 100.00%
10/07/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 503,156 CHF 505,656 CHF 100.00% 100.00%
09/07/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,527 CHF 507,027 CHF 100.00% 100.00%
08/07/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 503,212 CHF 505,712 CHF 96.64% 96.64%
05/07/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,576 CHF 507,076 CHF 97.13% 97.13%
04/07/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 505,479 CHF 507,979 CHF 99.45% 99.45%
03/07/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 505,832 CHF 508,332 CHF 100.00% 100.00%
02/07/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,834 CHF 507,334 CHF 100.00% 100.00%

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