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 0.47% 105.30 % 105.80 % 500,000 500,000 500,000 500,000 526,799 CHF 529,299 CHF 100.00% 100.00%
12/07/2024 0.47% 105.85 % 106.35 % 500,000 500,000 500,000 500,000 528,753 CHF 531,253 CHF 78.76% 78.76%
11/07/2024 0.47% 105.71 % 106.21 % 500,000 500,000 500,000 500,000 528,336 CHF 530,836 CHF 100.00% 100.00%
10/07/2024 0.47% 105.61 % 106.11 % 500,000 500,000 500,000 500,000 527,966 CHF 530,466 CHF 94.73% 94.73%
09/07/2024 0.47% 105.49 % 105.99 % 500,000 500,000 500,000 500,000 527,349 CHF 529,849 CHF 97.75% 97.75%
08/07/2024 0.47% 105.49 % 105.99 % 500,000 500,000 500,000 500,000 527,574 CHF 530,074 CHF 99.77% 99.77%
05/07/2024 0.47% 105.38 % 105.88 % 500,000 500,000 500,000 500,000 527,757 CHF 530,257 CHF 100.00% 100.00%
04/07/2024 0.47% 105.62 % 106.12 % 500,000 500,000 500,000 500,000 527,934 CHF 530,434 CHF 98.27% 98.27%
03/07/2024 0.47% 105.42 % 105.92 % 500,000 500,000 500,000 500,000 527,057 CHF 529,557 CHF 100.00% 100.00%
02/07/2024 0.48% 105.07 % 105.57 % 500,000 500,000 500,000 500,000 524,430 CHF 526,930 CHF 100.00% 100.00%

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