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 0.30% 99.30 % 99.60 % 500,000 500,000 500,000 500,000 497,126 CHF 498,626 CHF 100.00% 100.00%
28/05/2024 0.30% 99.80 % 100.10 % 500,000 500,000 500,000 500,000 500,086 CHF 501,586 CHF 100.00% 100.00%
27/05/2024 0.30% 100.00 % 100.30 % 500,000 500,000 500,000 500,000 500,113 CHF 501,613 CHF 97.58% 97.58%
24/05/2024 0.30% 99.70 % 100.00 % 500,000 500,000 500,000 500,000 498,587 CHF 500,087 CHF 100.00% 100.00%
23/05/2024 0.30% 100.30 % 100.60 % 500,000 500,000 500,000 500,000 501,352 CHF 502,865 CHF 100.00% 100.00%
22/05/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 499,689 CHF 502,189 CHF 100.00% 100.00%
21/05/2024 0.30% 99.90 % 100.20 % 500,000 500,000 500,000 500,000 499,957 CHF 501,457 CHF 96.67% 96.67%
17/05/2024 0.30% 99.90 % 100.20 % 500,000 500,000 500,000 500,000 500,414 CHF 501,914 CHF 100.00% 100.00%
16/05/2024 0.30% 100.40 % 100.70 % 500,000 500,000 500,000 500,000 502,459 CHF 503,959 CHF 99.49% 99.49%
15/05/2024 0.30% 100.60 % 100.90 % 500,000 500,000 500,000 500,000 502,151 CHF 503,651 CHF 99.43% 99.43%

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