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% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 503,776 CHF 506,276 CHF 100.00% 100.00%
12/07/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,061 CHF 506,561 CHF 100.00% 100.00%
11/07/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 503,879 CHF 506,379 CHF 100.00% 100.00%
10/07/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,186 CHF 504,686 CHF 100.00% 100.00%
09/07/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,833 CHF 505,333 CHF 99.67% 99.67%
08/07/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 502,855 CHF 505,355 CHF 100.00% 100.00%
05/07/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 501,544 CHF 504,044 CHF 97.13% 97.13%
04/07/2024 0.50% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 502,607 CHF 505,107 CHF 99.45% 99.45%
03/07/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,942 CHF 505,442 CHF 100.00% 100.00%
02/07/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 500,407 CHF 502,907 CHF 100.00% 100.00%

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