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 0.52% 96.25 % 96.75 % 500,000 500,000 500,000 500,000 480,492 CHF 482,992 CHF 99.38% 99.38%
22/05/2024 0.52% 95.35 % 95.85 % 500,000 500,000 500,000 500,000 479,809 CHF 482,309 CHF 99.38% 99.38%
21/05/2024 0.51% 97.00 % 97.50 % 500,000 500,000 500,000 500,000 487,500 CHF 490,000 CHF 99.28% 99.28%
17/05/2024 0.51% 97.90 % 98.40 % 500,000 500,000 500,000 500,000 487,793 CHF 490,293 CHF 99.22% 99.22%
16/05/2024 0.49% 92.65 % 93.10 % 500,000 500,000 500,000 500,000 458,797 CHF 461,047 CHF 99.37% 99.37%
15/05/2024 0.49% 92.25 % 92.70 % 500,000 500,000 500,000 500,000 457,759 CHF 460,009 CHF 99.37% 99.37%
14/05/2024 0.49% 91.85 % 92.30 % 500,000 500,000 500,000 500,000 458,324 CHF 460,574 CHF 99.38% 99.38%
13/05/2024 0.49% 90.95 % 91.40 % 500,000 500,000 500,000 500,000 455,570 CHF 457,820 CHF 98.65% 98.65%
10/05/2024 0.49% 91.30 % 91.75 % 500,000 500,000 500,000 500,000 457,356 CHF 459,606 CHF 99.37% 99.37%
08/05/2024 0.50% 90.05 % 90.50 % 500,000 500,000 500,000 500,000 448,978 CHF 451,228 CHF 99.38% 99.38%

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