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% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,510 CHF 506,010 CHF 100.00% 100.00%
28/05/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,083 CHF 506,583 CHF 100.00% 100.00%
27/05/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,500 CHF 507,000 CHF 97.57% 97.57%
24/05/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,505 CHF 507,005 CHF 100.00% 100.00%
23/05/2024 0.49% 101.10 % 101.60 % 500,000 500,000 500,000 500,000 505,061 CHF 507,561 CHF 100.00% 100.00%
22/05/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,825 CHF 507,325 CHF 100.00% 100.00%
21/05/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,410 CHF 506,910 CHF 97.19% 97.19%
17/05/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,011 CHF 507,511 CHF 100.00% 100.00%
16/05/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 505,647 CHF 508,147 CHF 97.90% 97.90%
15/05/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 506,009 CHF 508,509 CHF 99.43% 99.43%

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