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
23/05/2024 0.94% 51.45 % 51.95 % 500,000 500,000 500,000 500,000 264,830 CHF 267,330 CHF 95.40% 95.40%
22/05/2024 0.95% 53.03 % 53.53 % 500,000 500,000 500,000 500,000 263,058 CHF 265,558 CHF 85.48% 85.48%
21/05/2024 0.99% 51.13 % 51.63 % 500,000 500,000 500,000 500,000 251,775 CHF 254,275 CHF 97.14% 97.14%
17/05/2024 0.97% 51.66 % 52.16 % 500,000 500,000 500,000 500,000 257,348 CHF 259,848 CHF 79.60% 79.60%
16/05/2024 0.96% 50.87 % 51.37 % 500,000 500,000 500,000 500,000 258,788 CHF 261,288 CHF 98.93% 98.93%
15/05/2024 0.97% 51.84 % 52.34 % 500,000 500,000 500,000 500,000 257,578 CHF 260,078 CHF 85.67% 85.67%
14/05/2024 1.01% 50.28 % 50.78 % 500,000 500,000 500,000 500,000 246,033 CHF 248,533 CHF 99.77% 99.77%
13/05/2024 1.06% 47.45 % 47.95 % 500,000 500,000 500,000 500,000 235,522 CHF 238,022 CHF 100.00% 100.00%
10/05/2024 1.03% 47.72 % 48.22 % 500,000 500,000 500,000 500,000 240,659 CHF 243,159 CHF 100.00% 100.00%
08/05/2024 1.07% 46.54 % 47.04 % 500,000 500,000 500,000 500,000 232,294 CHF 234,794 CHF 100.00% 100.00%

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