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
22/05/2024 0.50% 90.05 % 90.50 % 500,000 500,000 500,000 500,000 452,007 CHF 454,257 CHF 99.37% 99.37%
21/05/2024 0.49% 91.20 % 91.65 % 500,000 500,000 500,000 500,000 457,003 CHF 459,253 CHF 99.25% 99.25%
17/05/2024 0.49% 91.65 % 92.10 % 500,000 500,000 500,000 500,000 457,725 CHF 459,975 CHF 99.37% 99.37%
16/05/2024 0.49% 91.15 % 91.60 % 500,000 500,000 500,000 500,000 456,425 CHF 458,675 CHF 99.38% 99.38%
15/05/2024 0.51% 88.90 % 89.35 % 500,000 500,000 500,000 500,000 443,159 CHF 445,409 CHF 98.35% 98.35%
14/05/2024 0.51% 87.75 % 88.20 % 500,000 500,000 500,000 500,000 437,254 CHF 439,504 CHF 99.37% 99.37%
13/05/2024 0.51% 88.90 % 89.35 % 500,000 500,000 500,000 500,000 442,809 CHF 445,059 CHF 98.95% 98.95%
10/05/2024 0.51% 88.15 % 88.60 % 500,000 500,000 500,000 500,000 441,866 CHF 444,116 CHF 99.38% 99.38%
08/05/2024 0.52% 87.10 % 87.55 % 500,000 500,000 500,000 500,000 435,755 CHF 438,005 CHF 99.36% 99.36%
07/05/2024 0.52% 87.05 % 87.50 % 500,000 500,000 500,000 500,000 432,834 CHF 435,084 CHF 94.75% 94.75%

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