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 0.79% 100.90 % 101.70 % 500,000 500,000 500,000 500,000 504,494 CHF 508,506 CHF 100.00% 100.00%
22/05/2024 0.99% 100.70 % 101.70 % 500,000 500,000 500,000 500,000 503,500 CHF 508,500 CHF 100.00% 100.00%
21/05/2024 0.79% 100.80 % 101.60 % 500,000 500,000 500,000 500,000 504,000 CHF 508,000 CHF 96.67% 96.67%
17/05/2024 0.99% 100.70 % 101.70 % 500,000 500,000 500,000 500,000 503,500 CHF 508,500 CHF 100.00% 100.00%
16/05/2024 0.99% 100.70 % 101.70 % 500,000 500,000 500,000 500,000 503,916 CHF 508,916 CHF 99.50% 99.50%
15/05/2024 0.79% 100.80 % 101.60 % 500,000 500,000 500,000 500,000 504,000 CHF 508,000 CHF 99.44% 99.44%
14/05/2024 0.79% 100.80 % 101.60 % 500,000 500,000 500,000 500,000 503,757 CHF 507,757 CHF 98.89% 98.89%
13/05/2024 0.99% 100.90 % 101.90 % 500,000 500,000 500,000 500,000 504,500 CHF 509,500 CHF 100.00% 100.00%
10/05/2024 0.99% 100.80 % 101.80 % 500,000 500,000 500,000 500,000 504,086 CHF 509,086 CHF 100.00% 100.00%
08/05/2024 0.79% 100.80 % 101.60 % 500,000 500,000 500,000 500,000 504,140 CHF 508,140 CHF 98.15% 98.15%

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