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
15/05/2024 0.40% 100.30 % 100.70 % 500,000 500,000 498,367 498,367 499,861 CHF 501,857 CHF 100.00% 100.00%
14/05/2024 0.20% 100.40 % 100.60 % 500,000 500,000 499,996 499,996 501,994 CHF 502,994 CHF 98.94% 98.94%
13/05/2024 0.20% 100.30 % 100.50 % 500,000 500,000 500,000 500,000 501,500 CHF 502,500 CHF 100.00% 100.00%
10/05/2024 0.20% 100.30 % 100.50 % 500,000 500,000 500,000 500,000 501,500 CHF 502,500 CHF 100.00% 100.00%
08/05/2024 0.20% 100.30 % 100.50 % 500,000 500,000 500,000 500,000 501,500 CHF 502,500 CHF 98.41% 98.41%
07/05/2024 0.20% 100.30 % 100.50 % 500,000 500,000 499,790 499,790 501,289 CHF 502,289 CHF 99.61% 99.61%
06/05/2024 0.40% 100.20 % 100.60 % 500,000 500,000 500,000 500,000 500,831 CHF 502,831 CHF 100.00% 100.00%
03/05/2024 0.35% 100.10 % 100.50 % 500,000 500,000 500,000 500,000 500,804 CHF 502,545 CHF 99.99% 99.99%
02/05/2024 0.20% 100.20 % 100.40 % 500,000 500,000 500,000 500,000 500,995 CHF 501,995 CHF 100.00% 100.00%
30/04/2024 0.20% 100.20 % 100.40 % 500,000 500,000 499,669 499,669 500,613 CHF 501,613 CHF 100.00% 100.00%

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