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
08/05/2024 0.69% 100.60 % 101.30 % 100,000 100,000 100,000 100,000 100,600 CHF 101,300 CHF 98.01% 98.01%
07/05/2024 0.69% 100.60 % 101.30 % 100,000 100,000 100,000 100,000 100,600 CHF 101,300 CHF 67.70% 67.70%
06/05/2024 0.69% 100.60 % 101.30 % 100,000 100,000 100,000 100,000 100,600 CHF 101,300 CHF 97.38% 97.38%
03/05/2024 1.19% 100.40 % 101.60 % 50,000 50,000 50,000 50,000 50,200 CHF 50,800 CHF 90.19% 90.19%
02/05/2024 1.29% 100.40 % 101.70 % 50,000 50,000 50,000 50,000 50,200 CHF 50,850 CHF 88.81% 88.81%
30/04/2024 1.29% 100.40 % 101.70 % 50,000 50,000 50,000 50,000 50,200 CHF 50,850 CHF 63.70% 63.70%
29/04/2024 0.69% 100.70 % 101.40 % 100,000 100,000 100,000 100,000 100,700 CHF 101,400 CHF 86.87% 86.87%
26/04/2024 0.79% 100.70 % 101.50 % 100,000 100,000 100,000 100,000 100,700 CHF 101,500 CHF 61.59% 61.59%
25/04/2024 0.79% 100.70 % 101.50 % 100,000 100,000 100,000 100,000 100,700 CHF 101,500 CHF 92.69% 92.69%
24/04/2024 0.69% 100.80 % 101.50 % 100,000 100,000 100,000 100,000 100,800 CHF 101,500 CHF 95.28% 95.28%

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