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 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 495,005 CHF 497,505 CHF 99.37% 99.37%
28/05/2024 0.50% 98.90 % 99.40 % 500,000 500,000 500,000 500,000 495,356 CHF 497,856 CHF 99.37% 99.37%
27/05/2024 0.50% 99.05 % 99.55 % 500,000 500,000 500,000 500,000 495,660 CHF 498,160 CHF 99.37% 99.37%
24/05/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 496,141 CHF 498,641 CHF 99.35% 99.35%
23/05/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 498,364 CHF 500,864 CHF 99.38% 99.38%
22/05/2024 0.50% 99.40 % 99.90 % 500,000 500,000 500,000 500,000 497,847 CHF 500,347 CHF 99.37% 99.37%
21/05/2024 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 500,118 CHF 502,618 CHF 99.24% 99.24%
17/05/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,184 CHF 502,684 CHF 99.37% 99.37%
16/05/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 499,264 CHF 501,764 CHF 99.38% 99.38%
15/05/2024 0.51% 98.55 % 99.05 % 500,000 500,000 500,000 500,000 491,940 CHF 494,440 CHF 98.35% 98.35%

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