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
23/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 100.00% 100.00%
22/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 100.00% 100.00%
21/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 97.20% 97.20%
17/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 100.00% 100.00%
16/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,572 CHF 504,072 CHF 97.93% 97.93%
15/05/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 501,993 CHF 504,493 CHF 99.44% 99.44%
14/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 98.95% 98.95%
13/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,521 CHF 504,021 CHF 100.00% 100.00%
10/05/2024 0.50% 100.40 % 100.90 % 500,000 500,000 500,000 500,000 501,945 CHF 504,445 CHF 100.00% 100.00%
08/05/2024 0.50% 100.30 % 100.80 % 500,000 500,000 500,000 500,000 501,500 CHF 504,000 CHF 98.26% 98.26%

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