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 0.81% 98.80 % 99.60 % 500,000 500,000 500,000 500,000 494,163 CHF 498,163 CHF 99.37% 99.37%
15/05/2024 0.81% 98.30 % 99.10 % 500,000 500,000 500,000 500,000 491,549 CHF 495,549 CHF 97.52% 97.52%
14/05/2024 0.80% 100.00 % 100.80 % 500,000 500,000 500,000 500,000 499,806 CHF 503,806 CHF 97.58% 97.58%
13/05/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 498,819 CHF 502,819 CHF 98.75% 98.75%
10/05/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 498,037 CHF 502,037 CHF 98.95% 98.95%
08/05/2024 0.80% 99.10 % 99.90 % 500,000 500,000 500,000 500,000 495,684 CHF 499,684 CHF 97.17% 97.17%
07/05/2024 0.81% 98.50 % 99.30 % 500,000 500,000 500,000 500,000 491,911 CHF 495,911 CHF 98.95% 98.95%
06/05/2024 - 98.40 % 100.30 % 50,000 50,000 0 0 0 CHF 0 CHF 0.00% 0.00%
03/05/2024 0.81% 98.00 % 98.80 % 500,000 500,000 500,000 500,000 491,124 CHF 495,124 CHF 99.09% 99.09%
02/05/2024 0.81% 98.00 % 98.80 % 500,000 500,000 500,000 500,000 490,369 CHF 494,369 CHF 96.67% 96.67%

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