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 1.29% 100.20 % 101.50 % 50,000 50,000 50,000 50,000 50,100 CHF 50,750 CHF 0.74% 0.74%
22/05/2024 1.24% 100.30 % 101.50 % 50,000 50,000 50,000 50,000 50,159 CHF 50,783 CHF 79.13% 79.13%
21/05/2024 1.25% 100.20 % 101.40 % 50,000 50,000 50,000 50,000 50,072 CHF 50,700 CHF 94.71% 94.71%
17/05/2024 1.23% 100.30 % 101.50 % 50,000 50,000 50,000 50,000 50,112 CHF 50,730 CHF 75.94% 75.94%
16/05/2024 0.80% 100.10 % 100.90 % 100,000 100,000 100,000 100,000 100,100 CHF 100,900 CHF 0.00% 0.00%
15/05/2024 0.74% 100.10 % 100.80 % 100,000 100,000 100,000 100,000 100,100 CHF 100,847 CHF 25.60% 25.60%
14/05/2024 0.77% 100.20 % 101.00 % 100,000 100,000 98,565 98,565 98,629 CHF 99,389 CHF 89.05% 89.05%
13/05/2024 0.79% 100.10 % 100.90 % 100,000 100,000 100,000 100,000 100,234 CHF 101,034 CHF 44.61% 44.61%
10/05/2024 0.76% 100.30 % 101.00 % 100,000 100,000 100,000 100,000 100,408 CHF 101,172 CHF 66.81% 66.81%
08/05/2024 0.73% 100.30 % 101.10 % 100,000 100,000 100,000 100,000 100,465 CHF 101,201 CHF 96.00% 96.00%

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