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 1.04% 95.60 % 96.60 % 500,000 500,000 500,000 500,000 480,460 CHF 485,460 CHF 100.00% 100.00%
12/07/2024 0.83% 96.20 % 97.00 % 500,000 500,000 500,000 500,000 479,668 CHF 483,668 CHF 100.00% 100.00%
11/07/2024 0.82% 96.90 % 97.70 % 500,000 500,000 500,000 500,000 484,691 CHF 488,691 CHF 100.00% 100.00%
10/07/2024 0.99% 100.80 % 101.80 % 500,000 500,000 500,000 500,000 502,501 CHF 507,501 CHF 100.00% 100.00%
09/07/2024 0.99% 100.50 % 101.50 % 500,000 500,000 500,000 500,000 502,354 CHF 507,354 CHF 99.27% 99.27%
08/07/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 500,036 CHF 504,036 CHF 100.00% 100.00%
05/07/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 499,318 CHF 503,318 CHF 100.00% 100.00%
04/07/2024 1.00% 99.50 % 100.50 % 500,000 500,000 500,000 500,000 497,706 CHF 502,706 CHF 99.45% 99.45%
03/07/2024 1.00% 99.70 % 100.70 % 500,000 500,000 500,000 500,000 497,067 CHF 502,067 CHF 100.00% 100.00%
02/07/2024 0.80% 100.00 % 100.80 % 500,000 500,000 500,000 500,000 497,290 CHF 501,290 CHF 100.00% 100.00%

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