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 0.80% 99.80 % 100.60 % 500,000 500,000 500,000 500,000 499,123 CHF 503,123 CHF 99.73% 99.73%
15/05/2024 0.97% 102.50 % 103.50 % 500,000 500,000 500,000 500,000 511,402 CHF 516,402 CHF 99.43% 99.43%
14/05/2024 0.98% 102.00 % 103.00 % 500,000 500,000 500,000 500,000 510,168 CHF 515,168 CHF 98.94% 98.94%
13/05/2024 0.79% 101.50 % 102.30 % 500,000 500,000 500,000 500,000 507,500 CHF 511,500 CHF 100.00% 100.00%
10/05/2024 0.79% 101.40 % 102.20 % 500,000 500,000 500,000 500,000 506,606 CHF 510,606 CHF 99.84% 99.84%
08/05/2024 0.99% 100.90 % 101.90 % 500,000 500,000 500,000 500,000 504,728 CHF 509,728 CHF 98.26% 98.26%
07/05/2024 0.99% 100.70 % 101.70 % 500,000 500,000 500,000 500,000 503,212 CHF 508,212 CHF 99.44% 99.44%
06/05/2024 0.79% 100.40 % 101.20 % 500,000 500,000 500,000 500,000 502,127 CHF 506,127 CHF 100.00% 100.00%
03/05/2024 0.85% 100.30 % 101.10 % 500,000 500,000 500,000 500,000 501,520 CHF 505,780 CHF 100.00% 100.00%
02/05/2024 0.99% 100.10 % 101.10 % 500,000 500,000 500,000 500,000 500,556 CHF 505,556 CHF 100.00% 100.00%

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