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
16/05/2024 0.79% 100.40 % 101.20 % 500,000 500,000 147,047 147,047 147,613 CHF 148,789 CHF 99.34% 99.34%
15/05/2024 0.99% 100.30 % 101.30 % 500,000 500,000 148,819 148,819 149,290 CHF 150,778 CHF 99.43% 99.43%
14/05/2024 0.99% 100.30 % 101.30 % 500,000 500,000 148,977 148,977 149,388 CHF 150,878 CHF 98.97% 98.97%
13/05/2024 0.80% 100.10 % 100.90 % 500,000 500,000 148,265 148,265 148,327 CHF 149,513 CHF 100.00% 100.00%
10/05/2024 0.80% 99.70 % 100.50 % 500,000 500,000 147,693 147,693 147,473 CHF 148,655 CHF 99.84% 99.84%
08/05/2024 1.00% 99.90 % 100.90 % 500,000 500,000 141,758 141,758 141,521 CHF 142,939 CHF 98.01% 98.01%
07/05/2024 1.00% 99.40 % 100.40 % 500,000 500,000 148,813 148,813 148,151 CHF 149,639 CHF 99.44% 99.44%
06/05/2024 0.81% 99.30 % 100.10 % 500,000 500,000 147,428 147,428 146,670 CHF 147,853 CHF 100.00% 100.00%
03/05/2024 0.86% 99.00 % 99.80 % 500,000 500,000 148,165 148,165 146,564 CHF 147,776 CHF 100.00% 100.00%
02/05/2024 1.03% 98.00 % 99.00 % 500,000 500,000 147,970 147,970 144,495 CHF 145,976 CHF 99.99% 99.99%

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