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
17/05/2024 0.40% 100.30 % 100.70 % 500,000 500,000 500,000 500,000 501,497 CHF 503,497 CHF 100.00% 100.00%
16/05/2024 0.40% 100.10 % 100.50 % 500,000 500,000 499,213 499,213 499,568 CHF 501,565 CHF 100.00% 100.00%
15/05/2024 0.20% 100.30 % 100.50 % 500,000 500,000 498,308 498,308 499,020 CHF 500,018 CHF 99.99% 99.99%
14/05/2024 0.20% 100.20 % 100.40 % 500,000 500,000 499,889 499,889 500,709 CHF 501,709 CHF 99.04% 99.04%
13/05/2024 0.40% 100.00 % 100.40 % 500,000 500,000 500,000 500,000 500,051 CHF 502,051 CHF 100.00% 100.00%
10/05/2024 0.40% 100.10 % 100.50 % 500,000 500,000 500,000 500,000 500,498 CHF 502,498 CHF 100.00% 100.00%
08/05/2024 0.20% 100.10 % 100.30 % 500,000 500,000 500,000 500,000 500,500 CHF 501,500 CHF 98.26% 98.26%
07/05/2024 0.20% 100.10 % 100.30 % 500,000 500,000 499,810 499,810 500,330 CHF 501,329 CHF 99.63% 99.63%
06/05/2024 0.40% 100.00 % 100.40 % 500,000 500,000 500,000 500,000 500,076 CHF 502,076 CHF 100.00% 100.00%
03/05/2024 0.35% 100.00 % 100.40 % 500,000 500,000 500,000 500,000 500,156 CHF 501,897 CHF 100.00% 100.00%

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