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
16/05/2024 1.00% 99.60 % 100.60 % 100,000 100,000 100,000 100,000 99,600 CHF 100,600 CHF 99.75% 99.75%
15/05/2024 0.95% 99.65 % 100.60 % 100,000 100,000 100,000 100,000 99,650 CHF 100,600 CHF 99.56% 99.56%
14/05/2024 1.05% 99.65 % 100.70 % 100,000 100,000 100,000 100,000 99,650 CHF 100,700 CHF 99.56% 99.56%
13/05/2024 1.04% 99.65 % 100.70 % 100,000 100,000 100,000 100,000 99,655 CHF 100,700 CHF 96.73% 96.73%
10/05/2024 0.95% 99.75 % 100.70 % 100,000 100,000 100,000 100,000 99,750 CHF 100,700 CHF 99.88% 99.88%
08/05/2024 1.00% 99.80 % 100.80 % 100,000 100,000 100,000 100,000 99,800 CHF 100,800 CHF 99.60% 99.60%
07/05/2024 1.00% 99.80 % 100.80 % 100,000 100,000 100,000 100,000 99,800 CHF 100,800 CHF 99.66% 99.66%
06/05/2024 0.95% 99.85 % 100.80 % 100,000 100,000 100,000 100,000 99,850 CHF 100,800 CHF 90.15% 90.15%
03/05/2024 1.00% 99.90 % 100.90 % 100,000 100,000 100,000 100,000 99,900 CHF 100,900 CHF 96.89% 96.89%
02/05/2024 1.00% 99.90 % 100.90 % 100,000 100,000 100,000 100,000 99,900 CHF 100,900 CHF 97.97% 97.97%

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