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
29/05/2024 0.52% 96.25 % 96.75 % 500,000 500,000 500,000 499,954 481,250 CHF 483,705 CHF 99.38% 99.38%
28/05/2024 0.51% 96.35 % 96.85 % 500,000 500,000 500,000 499,972 484,418 CHF 486,891 CHF 99.38% 99.38%
27/05/2024 0.51% 97.10 % 97.60 % 500,000 500,000 500,000 500,000 485,886 CHF 488,386 CHF 99.37% 99.37%
24/05/2024 0.52% 96.80 % 97.30 % 500,000 500,000 500,000 499,965 484,171 CHF 486,637 CHF 99.35% 99.35%
23/05/2024 0.51% 97.40 % 97.90 % 500,000 500,000 500,000 500,000 487,075 CHF 489,575 CHF 99.35% 99.35%
22/05/2024 0.51% 97.55 % 98.05 % 500,000 500,000 500,000 500,000 485,718 CHF 488,218 CHF 98.57% 98.57%
21/05/2024 0.51% 96.85 % 97.35 % 500,000 500,000 500,000 500,000 485,795 CHF 488,295 CHF 99.27% 99.27%
17/05/2024 0.51% 97.40 % 97.90 % 500,000 500,000 500,000 500,000 487,670 CHF 490,170 CHF 99.36% 99.36%
16/05/2024 0.51% 97.95 % 98.45 % 500,000 500,000 500,000 500,000 489,756 CHF 492,256 CHF 99.38% 99.38%
15/05/2024 0.51% 97.70 % 98.20 % 500,000 500,000 500,000 500,000 487,210 CHF 489,710 CHF 99.38% 99.38%

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