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 0.35% 86.39 % 86.62 % 500,000 500,000 487,344 487,344 421,496 CHF 422,946 CHF 99.50% 99.50%
15/05/2024 0.81% 85.09 % 85.82 % 500,000 500,000 499,735 499,735 421,741 CHF 425,168 CHF 99.44% 99.44%
14/05/2024 0.87% 83.29 % 84.02 % 500,000 500,000 500,000 500,000 415,420 CHF 419,070 CHF 98.94% 98.94%
13/05/2024 0.87% 83.39 % 84.12 % 500,000 500,000 500,000 500,000 415,397 CHF 419,047 CHF 100.00% 100.00%
10/05/2024 0.87% 82.49 % 83.22 % 500,000 500,000 500,000 500,000 416,096 CHF 419,746 CHF 100.00% 100.00%
08/05/2024 0.88% 83.39 % 84.12 % 500,000 500,000 500,000 500,000 413,430 CHF 417,080 CHF 98.15% 98.15%
07/05/2024 0.89% 82.09 % 82.82 % 500,000 500,000 500,000 500,000 407,126 CHF 410,772 CHF 99.44% 99.44%
06/05/2024 0.90% 80.89 % 81.62 % 500,000 500,000 500,000 500,000 405,909 CHF 409,559 CHF 100.00% 100.00%
03/05/2024 0.90% 80.69 % 81.42 % 500,000 500,000 500,000 500,000 404,599 CHF 408,241 CHF 100.00% 100.00%
02/05/2024 0.44% 81.99 % 82.72 % 500,000 500,000 500,000 500,000 414,637 CHF 416,463 CHF 100.00% 100.00%

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