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 0.80% 99.20 % 100.00 % 500,000 500,000 499,422 499,422 496,184 CHF 500,182 CHF 100.00% 100.00%
28/05/2024 1.00% 100.00 % 101.00 % 500,000 500,000 499,745 499,745 499,451 CHF 504,450 CHF 100.00% 100.00%
27/05/2024 0.99% 100.60 % 101.60 % 500,000 500,000 500,000 500,000 502,875 CHF 507,875 CHF 97.57% 97.57%
24/05/2024 0.79% 100.80 % 101.60 % 500,000 500,000 499,981 499,981 504,294 CHF 508,294 CHF 100.00% 100.00%
23/05/2024 0.80% 101.60 % 102.40 % 500,000 500,000 490,988 490,988 498,179 CHF 502,157 CHF 98.66% 98.66%
22/05/2024 0.98% 101.90 % 102.90 % 500,000 500,000 498,583 498,583 508,426 CHF 513,418 CHF 100.00% 100.00%
21/05/2024 0.98% 101.60 % 102.60 % 500,000 500,000 499,890 499,890 508,138 CHF 513,138 CHF 97.67% 97.67%
17/05/2024 0.78% 102.10 % 102.90 % 500,000 500,000 497,972 497,972 508,973 CHF 512,965 CHF 100.00% 100.00%
16/05/2024 0.78% 102.20 % 103.00 % 500,000 500,000 499,158 499,158 510,857 CHF 514,854 CHF 99.64% 99.64%
15/05/2024 0.98% 102.00 % 103.00 % 500,000 500,000 495,789 495,789 506,677 CHF 511,652 CHF 99.43% 99.43%

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