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 0.99% 100.00 % 101.00 % 100,000 100,000 100,000 100,000 99,921 CHF 100,913 CHF 99.75% 99.75%
15/05/2024 1.00% 99.90 % 100.90 % 100,000 100,000 100,000 100,000 99,869 CHF 100,871 CHF 99.56% 99.56%
14/05/2024 0.98% 99.95 % 100.90 % 100,000 100,000 100,000 100,000 99,915 CHF 100,900 CHF 99.56% 99.56%
13/05/2024 0.99% 99.90 % 100.90 % 100,000 100,000 100,000 100,000 99,946 CHF 100,939 CHF 96.73% 96.73%
10/05/2024 1.01% 100.10 % 101.10 % 100,000 100,000 100,000 100,000 100,001 CHF 101,014 CHF 99.88% 99.88%
08/05/2024 0.97% 99.90 % 100.90 % 100,000 100,000 100,000 100,000 99,931 CHF 100,901 CHF 99.60% 99.60%
07/05/2024 0.99% 99.95 % 100.90 % 100,000 100,000 100,000 100,000 99,963 CHF 100,959 CHF 99.66% 99.66%
06/05/2024 1.00% 100.00 % 101.00 % 100,000 100,000 100,000 100,000 100,000 CHF 101,000 CHF 90.15% 90.15%
03/05/2024 0.99% 100.00 % 101.00 % 100,000 100,000 100,000 100,000 100,047 CHF 101,047 CHF 96.89% 96.89%
02/05/2024 0.99% 99.90 % 100.90 % 100,000 100,000 100,000 100,000 99,857 CHF 100,853 CHF 97.97% 97.97%

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