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 0.78% 101.70 % 102.50 % 100,000 100,000 100,000 100,000 101,700 CHF 102,500 CHF 93.69% 93.69%
15/05/2024 0.76% 101.70 % 102.50 % 100,000 100,000 100,000 100,000 101,661 CHF 102,434 CHF 97.04% 97.04%
14/05/2024 0.78% 101.60 % 102.40 % 100,000 100,000 100,000 100,000 101,600 CHF 102,392 CHF 99.31% 99.31%
13/05/2024 0.78% 101.70 % 102.50 % 100,000 100,000 100,000 100,000 101,700 CHF 102,500 CHF 90.82% 90.82%
10/05/2024 0.78% 101.70 % 102.50 % 100,000 100,000 100,000 100,000 101,736 CHF 102,536 CHF 99.26% 99.26%
08/05/2024 0.72% 101.70 % 102.50 % 100,000 100,000 100,000 100,000 101,766 CHF 102,500 CHF 97.98% 97.98%
07/05/2024 0.73% 101.70 % 102.40 % 100,000 100,000 100,000 100,000 101,612 CHF 102,357 CHF 68.05% 68.05%
06/05/2024 0.79% 101.50 % 102.30 % 100,000 100,000 100,000 100,000 101,500 CHF 102,300 CHF 94.32% 94.32%
03/05/2024 0.74% 101.50 % 102.30 % 100,000 100,000 100,000 100,000 101,508 CHF 102,263 CHF 94.47% 94.47%
02/05/2024 0.72% 101.50 % 102.20 % 100,000 100,000 100,000 100,000 101,520 CHF 102,255 CHF 91.84% 91.84%

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