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 0.32% 93.10 % 93.40 % 500,000 500,000 500,000 500,000 465,492 CHF 466,992 CHF 100.00% 100.00%
12/07/2024 0.32% 93.90 % 94.20 % 500,000 500,000 500,000 500,000 469,419 CHF 470,919 CHF 100.00% 100.00%
11/07/2024 0.32% 93.70 % 94.00 % 500,000 500,000 500,000 500,000 467,250 CHF 468,750 CHF 100.00% 100.00%
10/07/2024 0.32% 93.10 % 93.40 % 500,000 500,000 500,000 500,000 467,212 CHF 468,712 CHF 100.00% 100.00%
09/07/2024 0.32% 93.30 % 93.60 % 500,000 500,000 500,000 500,000 465,444 CHF 466,944 CHF 100.00% 100.00%
08/07/2024 0.32% 93.20 % 93.50 % 500,000 500,000 500,000 500,000 463,763 CHF 465,263 CHF 100.00% 100.00%
05/07/2024 0.32% 93.60 % 93.90 % 500,000 500,000 500,000 500,000 465,346 CHF 466,846 CHF 100.00% 100.00%
04/07/2024 0.32% 92.80 % 93.10 % 500,000 500,000 499,684 499,684 466,933 CHF 468,433 CHF 99.46% 99.46%
03/07/2024 0.33% 91.50 % 91.80 % 500,000 500,000 500,000 500,000 456,418 CHF 457,918 CHF 100.00% 100.00%
02/07/2024 0.33% 91.30 % 91.60 % 500,000 500,000 500,000 500,000 456,499 CHF 457,999 CHF 100.00% 100.00%

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