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
17/05/2024 1.00% 99.60 % 100.60 % 500,000 500,000 500,000 500,000 497,974 CHF 502,974 CHF 100.00% 100.00%
16/05/2024 1.00% 99.60 % 100.60 % 500,000 500,000 500,000 500,000 498,013 CHF 503,013 CHF 99.72% 99.72%
15/05/2024 0.80% 99.50 % 100.30 % 500,000 500,000 500,000 500,000 497,223 CHF 501,223 CHF 99.42% 99.42%
14/05/2024 0.80% 99.20 % 100.00 % 500,000 500,000 500,000 500,000 495,639 CHF 499,639 CHF 98.96% 98.96%
13/05/2024 1.00% 99.40 % 100.40 % 500,000 500,000 500,000 500,000 496,806 CHF 501,806 CHF 100.00% 100.00%
10/05/2024 1.00% 99.40 % 100.40 % 500,000 500,000 500,000 500,000 496,999 CHF 501,999 CHF 99.84% 99.84%
08/05/2024 0.80% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 495,594 CHF 499,594 CHF 98.03% 98.03%
07/05/2024 0.79% 100.60 % 101.40 % 500,000 500,000 500,000 500,000 502,408 CHF 506,408 CHF 99.46% 99.46%
06/05/2024 0.99% 100.30 % 101.30 % 500,000 500,000 500,000 500,000 501,319 CHF 506,319 CHF 100.00% 100.00%
03/05/2024 0.94% 100.00 % 101.00 % 500,000 500,000 500,000 500,000 499,812 CHF 504,553 CHF 100.00% 100.00%

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