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 0.30% 101.20 % 101.50 % 500,000 500,000 500,000 500,000 506,013 CHF 507,513 CHF 100.00% 100.00%
12/07/2024 0.30% 101.30 % 101.60 % 500,000 500,000 500,000 500,000 506,442 CHF 507,942 CHF 100.00% 100.00%
11/07/2024 0.49% 101.50 % 102.00 % 500,000 500,000 500,000 500,000 506,912 CHF 509,412 CHF 100.00% 100.00%
10/07/2024 0.30% 101.10 % 101.40 % 500,000 500,000 500,000 500,000 504,591 CHF 506,091 CHF 100.00% 100.00%
09/07/2024 0.30% 100.90 % 101.20 % 500,000 500,000 500,000 500,000 503,997 CHF 505,497 CHF 99.67% 99.67%
08/07/2024 0.30% 100.90 % 101.20 % 500,000 500,000 500,000 500,000 505,442 CHF 506,942 CHF 100.00% 100.00%
05/07/2024 0.30% 101.20 % 101.50 % 500,000 500,000 500,000 500,000 505,971 CHF 507,471 CHF 96.93% 96.93%
04/07/2024 0.30% 101.30 % 101.60 % 500,000 500,000 500,000 500,000 506,146 CHF 507,646 CHF 99.45% 99.45%
03/07/2024 0.30% 101.50 % 101.80 % 500,000 500,000 500,000 500,000 506,774 CHF 508,274 CHF 100.00% 100.00%
02/07/2024 0.30% 101.00 % 101.30 % 500,000 500,000 500,000 500,000 504,612 CHF 506,112 CHF 100.00% 100.00%

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