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 0.74% 67.11 % 67.61 % 500,000 250,000 500,000 250,000 335,211 CHF 168,856 CHF 98.86% 98.86%
12/07/2024 0.73% 67.98 % 68.48 % 500,000 250,000 500,000 250,000 342,665 CHF 172,583 CHF 78.76% 78.76%
11/07/2024 0.74% 68.34 % 68.84 % 500,000 250,000 500,000 251,916 338,681 CHF 172,081 CHF 88.04% 88.04%
10/07/2024 0.64% 78.67 % 79.17 % 500,000 500,000 500,000 500,000 392,223 CHF 394,723 CHF 94.73% 94.73%
09/07/2024 0.62% 79.65 % 80.15 % 500,000 500,000 500,000 500,000 401,874 CHF 404,374 CHF 97.68% 97.68%
08/07/2024 0.61% 81.29 % 81.79 % 500,000 500,000 500,000 500,000 410,722 CHF 413,222 CHF 99.77% 99.77%
05/07/2024 0.61% 81.25 % 81.75 % 500,000 500,000 500,000 500,000 407,855 CHF 410,355 CHF 98.51% 98.51%
04/07/2024 0.61% 80.90 % 81.40 % 500,000 500,000 500,000 500,000 407,251 CHF 409,751 CHF 88.76% 88.76%
03/07/2024 0.66% 77.03 % 77.53 % 500,000 500,000 500,000 500,000 379,096 CHF 381,596 CHF 90.02% 90.02%
02/07/2024 0.69% 72.43 % 72.93 % 500,000 500,000 500,000 500,000 361,168 CHF 363,668 CHF 99.19% 99.19%

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