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% 100.60 % 101.10 % 500,000 500,000 500,000 500,000 502,829 CHF 505,329 CHF 99.38% 99.38%
15/05/2024 0.50% 100.50 % 101.00 % 500,000 500,000 500,000 500,000 502,378 CHF 504,878 CHF 98.35% 98.35%
14/05/2024 0.50% 100.25 % 100.75 % 500,000 500,000 500,000 500,000 501,130 CHF 503,630 CHF 99.38% 99.38%
13/05/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,250 CHF 502,750 CHF 98.95% 98.95%
10/05/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 499,511 CHF 502,011 CHF 99.38% 99.38%
08/05/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 499,424 CHF 501,924 CHF 99.36% 99.36%
07/05/2024 0.50% 99.50 % 100.00 % 500,000 500,000 500,000 500,000 497,232 CHF 499,732 CHF 94.77% 94.77%
06/05/2024 0.51% 97.70 % 98.20 % 500,000 500,000 500,000 500,000 488,230 CHF 490,730 CHF 99.37% 99.37%
03/05/2024 0.51% 97.55 % 98.05 % 500,000 500,000 500,000 500,000 488,348 CHF 490,848 CHF 99.37% 99.37%
02/05/2024 0.52% 96.80 % 97.30 % 500,000 500,000 500,000 500,000 484,079 CHF 486,579 CHF 99.38% 99.38%

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