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% 101.52 % 102.34 % 240,000 250,000 244,956 250,000 248,714 CHF 255,886 CHF 100.00% 100.00%
15/05/2024 0.80% 101.38 % 102.19 % 250,000 250,000 250,000 250,000 253,024 CHF 255,048 CHF 100.00% 100.00%
14/05/2024 0.80% 99.57 % 100.37 % 250,000 250,000 250,000 250,000 247,996 CHF 249,998 CHF 100.00% 100.00%
13/05/2024 0.81% 98.52 % 99.32 % 250,000 250,000 250,000 250,000 246,847 CHF 248,847 CHF 100.00% 100.00%
10/05/2024 0.81% 98.30 % 99.10 % 250,000 250,000 250,000 250,000 246,290 CHF 248,290 CHF 100.00% 100.00%
08/05/2024 0.83% 95.31 % 96.11 % 250,000 250,000 250,000 250,000 238,846 CHF 240,846 CHF 100.00% 100.00%
07/05/2024 0.82% 96.97 % 97.77 % 250,000 250,000 250,000 250,000 243,062 CHF 245,062 CHF 100.00% 100.00%
06/05/2024 0.82% 96.97 % 97.77 % 250,000 250,000 250,000 250,000 242,425 CHF 244,425 CHF 100.00% 100.00%
03/05/2024 0.82% 96.95 % 97.75 % 250,000 250,000 250,000 250,000 241,799 CHF 243,799 CHF 99.38% 99.38%
02/05/2024 0.83% 96.42 % 97.22 % 250,000 250,000 250,000 250,000 240,769 CHF 242,769 CHF 100.00% 100.00%

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