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 0.50% 100.00 % 100.50 % 500,000 500,000 500,000 500,000 499,426 CHF 501,926 CHF 99.73% 99.73%
15/05/2024 0.31% 100.30 % 100.61 % 500,000 500,000 500,000 500,000 500,220 CHF 501,770 CHF 99.44% 99.44%
14/05/2024 0.31% 100.10 % 100.41 % 500,000 500,000 500,000 500,000 500,159 CHF 501,709 CHF 98.95% 98.95%
13/05/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 499,492 CHF 501,992 CHF 100.00% 100.00%
10/05/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,762 CHF 503,262 CHF 100.00% 100.00%
08/05/2024 0.31% 99.90 % 100.21 % 500,000 500,000 500,000 500,000 499,082 CHF 500,632 CHF 98.26% 98.26%
07/05/2024 0.31% 99.90 % 100.21 % 500,000 500,000 500,000 500,000 498,837 CHF 500,383 CHF 99.42% 99.42%
06/05/2024 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 498,560 CHF 501,060 CHF 100.00% 100.00%
03/05/2024 0.45% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 499,235 CHF 501,489 CHF 99.99% 99.99%
02/05/2024 0.31% 99.40 % 99.71 % 500,000 500,000 500,000 500,000 497,433 CHF 498,980 CHF 100.00% 100.00%

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