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 0.52% 96.25 % 96.75 % 500,000 500,000 500,000 500,000 480,578 CHF 483,078 CHF 99.38% 99.38%
15/05/2024 0.52% 96.05 % 96.55 % 500,000 500,000 500,000 500,000 479,577 CHF 482,077 CHF 98.35% 98.35%
14/05/2024 0.52% 95.70 % 96.20 % 500,000 500,000 500,000 500,000 477,730 CHF 480,230 CHF 99.37% 99.37%
13/05/2024 0.52% 95.00 % 95.50 % 500,000 500,000 500,000 500,000 474,268 CHF 476,742 CHF 98.95% 98.95%
10/05/2024 0.49% 94.10 % 94.55 % 500,000 500,000 500,000 500,000 472,506 CHF 474,823 CHF 99.37% 99.37%
08/05/2024 0.48% 95.05 % 95.55 % 500,000 500,000 500,000 500,000 472,431 CHF 474,698 CHF 99.36% 99.36%
07/05/2024 0.48% 94.05 % 94.50 % 500,000 500,000 500,000 500,000 469,787 CHF 472,037 CHF 94.75% 94.75%
06/05/2024 0.51% 88.80 % 89.25 % 500,000 500,000 500,000 500,000 442,940 CHF 445,190 CHF 99.37% 99.37%
03/05/2024 0.51% 88.45 % 88.90 % 500,000 500,000 500,000 500,000 440,568 CHF 442,818 CHF 99.38% 99.38%
02/05/2024 0.52% 85.75 % 86.20 % 500,000 500,000 500,000 500,000 428,844 CHF 431,094 CHF 99.38% 99.38%

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