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 0.51% 87.40 % 87.85 % 500,000 500,000 500,000 499,928 437,330 CHF 439,517 CHF 99.38% 99.38%
15/05/2024 0.50% 85.00 % 85.45 % 500,000 500,000 500,000 500,000 423,906 CHF 426,049 CHF 98.35% 98.35%
14/05/2024 0.48% 83.90 % 84.30 % 500,000 500,000 500,000 500,000 418,120 CHF 420,120 CHF 99.38% 99.38%
13/05/2024 0.49% 85.05 % 85.50 % 500,000 500,000 500,000 500,000 423,591 CHF 425,679 CHF 98.95% 98.95%
10/05/2024 0.47% 84.30 % 84.70 % 500,000 500,000 500,000 500,000 422,621 CHF 424,621 CHF 99.38% 99.38%
08/05/2024 0.48% 83.30 % 83.70 % 500,000 500,000 500,000 500,000 416,573 CHF 418,573 CHF 99.36% 99.36%
07/05/2024 0.48% 83.20 % 83.60 % 500,000 500,000 500,000 500,000 413,648 CHF 415,648 CHF 94.75% 94.75%
06/05/2024 0.49% 82.35 % 82.75 % 500,000 500,000 500,000 500,000 410,777 CHF 412,777 CHF 99.37% 99.37%
03/05/2024 0.49% 81.75 % 82.15 % 500,000 500,000 500,000 500,000 406,233 CHF 408,233 CHF 99.38% 99.38%
02/05/2024 0.49% 80.65 % 81.05 % 500,000 500,000 500,000 500,000 410,432 CHF 412,432 CHF 99.38% 99.38%

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