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 0.20% 100.20 % 100.40 % 500,000 500,000 499,207 499,207 500,153 CHF 501,152 CHF 99.56% 99.56%
15/05/2024 0.20% 100.10 % 100.30 % 500,000 500,000 498,359 498,359 499,007 CHF 500,005 CHF 100.00% 100.00%
14/05/2024 0.20% 100.10 % 100.30 % 500,000 500,000 499,889 499,889 500,373 CHF 501,373 CHF 99.03% 99.03%
13/05/2024 0.20% 100.10 % 100.30 % 500,000 500,000 500,000 500,000 500,234 CHF 501,234 CHF 100.00% 100.00%
10/05/2024 0.20% 100.00 % 100.20 % 500,000 500,000 500,000 500,000 500,247 CHF 501,247 CHF 100.00% 100.00%
08/05/2024 0.20% 99.90 % 100.10 % 500,000 500,000 500,000 500,000 499,462 CHF 500,462 CHF 98.11% 98.11%
07/05/2024 0.20% 99.90 % 100.10 % 500,000 500,000 499,919 499,919 499,626 CHF 500,625 CHF 99.48% 99.48%
06/05/2024 0.40% 99.70 % 100.10 % 500,000 500,000 500,000 500,000 498,475 CHF 500,475 CHF 100.00% 100.00%
03/05/2024 0.35% 99.30 % 99.70 % 500,000 500,000 500,000 500,000 497,898 CHF 499,639 CHF 99.99% 99.99%
02/05/2024 0.20% 99.40 % 99.60 % 500,000 500,000 500,000 500,000 497,040 CHF 498,040 CHF 100.00% 100.00%

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