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 1.24% 90.50 % 91.15 % 100,000 100,000 51,710 51,710 46,149 CHF 46,715 CHF 34.75% 34.75%
12/07/2024 0.75% 95.90 % 96.60 % 100,000 100,000 100,000 100,000 95,511 CHF 96,231 CHF 98.76% 98.76%
11/07/2024 0.75% 95.15 % 95.85 % 100,000 100,000 100,000 100,000 95,077 CHF 95,793 CHF 98.92% 98.92%
10/07/2024 0.75% 94.65 % 95.35 % 100,000 100,000 100,000 100,000 94,334 CHF 95,044 CHF 99.73% 99.73%
09/07/2024 0.75% 94.40 % 95.10 % 100,000 100,000 100,000 100,000 94,831 CHF 95,545 CHF 97.55% 97.55%
08/07/2024 0.75% 94.95 % 95.65 % 100,000 100,000 100,000 100,000 95,126 CHF 95,843 CHF 99.74% 99.74%
05/07/2024 0.75% 95.00 % 95.75 % 100,000 100,000 99,857 99,857 95,669 CHF 96,392 CHF 97.86% 97.86%
04/07/2024 0.75% 95.35 % 96.05 % 100,000 100,000 100,000 100,000 95,217 CHF 95,936 CHF 98.38% 98.38%
03/07/2024 0.75% 95.05 % 95.75 % 100,000 100,000 100,000 100,000 94,801 CHF 95,515 CHF 99.10% 99.10%
02/07/2024 0.75% 94.55 % 95.25 % 100,000 100,000 100,000 100,000 94,050 CHF 94,761 CHF 98.32% 98.32%

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