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
14/06/2024 0.29% 104.10 % 104.40 % 500,000 500,000 500,000 500,000 521,166 CHF 522,666 CHF 100.00% 100.00%
13/06/2024 0.29% 104.50 % 104.80 % 500,000 500,000 500,000 500,000 523,023 CHF 524,523 CHF 99.28% 99.28%
12/06/2024 0.29% 105.00 % 105.30 % 500,000 500,000 500,000 500,000 524,262 CHF 525,762 CHF 100.00% 100.00%
11/06/2024 0.44% 104.80 % 105.10 % 500,000 500,000 500,000 500,000 523,484 CHF 525,768 CHF 100.00% 100.00%
10/06/2024 0.48% 104.40 % 104.90 % 500,000 500,000 500,000 500,000 521,937 CHF 524,437 CHF 100.00% 100.00%
07/06/2024 0.29% 104.60 % 104.90 % 500,000 500,000 500,000 500,000 522,522 CHF 524,022 CHF 100.00% 100.00%
05/06/2024 0.29% 104.20 % 104.50 % 500,000 500,000 500,000 500,000 521,294 CHF 522,794 CHF 97.93% 97.93%
04/06/2024 0.29% 104.00 % 104.30 % 500,000 500,000 500,000 500,000 520,674 CHF 522,174 CHF 99.99% 99.99%
03/06/2024 0.29% 104.30 % 104.60 % 500,000 500,000 500,000 500,000 522,053 CHF 523,553 CHF 100.00% 100.00%
31/05/2024 0.29% 104.50 % 104.80 % 500,000 500,000 500,000 500,000 522,125 CHF 523,625 CHF 99.93% 99.93%

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