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 0.69% 72.19 % 72.69 % 500,000 500,000 500,000 500,000 362,607 CHF 365,107 CHF 28.19% 28.19%
12/07/2024 0.66% 75.28 % 75.78 % 500,000 500,000 500,000 500,000 379,117 CHF 381,617 CHF 29.08% 29.08%
11/07/2024 0.63% 71.41 % 71.91 % 500,000 500,000 498,374 500,000 397,418 CHF 401,076 CHF 4.47% 4.47%
10/07/2024 0.53% 93.81 % 94.31 % 500,000 500,000 500,000 500,000 468,156 CHF 470,656 CHF 94.72% 94.72%
09/07/2024 0.52% 94.74 % 95.24 % 500,000 500,000 500,000 500,000 475,411 CHF 477,911 CHF 95.15% 95.15%
08/07/2024 0.52% 95.95 % 96.45 % 500,000 500,000 500,000 500,000 483,008 CHF 485,508 CHF 46.10% 46.10%
05/07/2024 0.52% 95.73 % 96.23 % 500,000 500,000 500,000 499,980 480,952 CHF 483,433 CHF 53.59% 53.59%
04/07/2024 0.52% 95.53 % 96.03 % 500,000 500,000 499,874 500,000 479,176 CHF 481,795 CHF 96.80% 96.80%
03/07/2024 0.58% 85.41 % 85.91 % 500,000 500,000 500,000 500,000 429,549 CHF 432,049 CHF 3.92% 3.92%
02/07/2024 0.59% 84.42 % 84.92 % 500,000 500,000 500,000 499,987 419,376 CHF 421,866 CHF 99.19% 99.19%

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