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 0.43% 71.10 % 71.41 % 500,000 500,000 500,000 500,000 361,513 CHF 363,061 CHF 100.00% 100.00%
12/07/2024 0.39% 74.70 % 75.01 % 500,000 500,000 499,736 499,736 391,371 CHF 392,914 CHF 99.74% 99.74%
11/07/2024 0.37% 84.20 % 84.51 % 500,000 500,000 500,000 500,000 420,931 CHF 422,474 CHF 100.00% 100.00%
10/07/2024 0.37% 83.80 % 84.11 % 500,000 500,000 499,735 499,735 415,199 CHF 416,749 CHF 100.00% 100.00%
09/07/2024 0.36% 86.00 % 86.31 % 500,000 500,000 500,000 500,000 427,759 CHF 429,309 CHF 100.00% 100.00%
08/07/2024 0.38% 82.70 % 83.01 % 500,000 500,000 498,946 498,946 412,508 CHF 414,057 CHF 100.00% 100.00%
05/07/2024 0.40% 77.30 % 77.61 % 500,000 500,000 500,000 500,000 387,501 CHF 389,051 CHF 97.13% 97.13%
04/07/2024 0.40% 77.50 % 77.81 % 500,000 500,000 500,000 500,000 387,397 CHF 388,947 CHF 99.45% 99.45%
03/07/2024 0.40% 75.70 % 76.01 % 500,000 500,000 497,901 497,901 387,864 CHF 389,415 CHF 100.00% 100.00%
02/07/2024 0.36% 84.90 % 85.21 % 500,000 500,000 496,306 496,306 436,065 CHF 437,616 CHF 99.52% 99.52%

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