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 0.80% 100.20 % 101.00 % 500,000 500,000 500,000 500,000 500,846 CHF 504,846 CHF 99.61% 99.61%
15/05/2024 0.99% 100.20 % 101.20 % 500,000 500,000 500,000 500,000 500,183 CHF 505,183 CHF 99.43% 99.43%
14/05/2024 1.00% 99.90 % 100.90 % 500,000 500,000 500,000 500,000 499,363 CHF 504,363 CHF 98.95% 98.95%
13/05/2024 0.80% 100.00 % 100.80 % 500,000 500,000 500,000 500,000 500,005 CHF 504,005 CHF 100.00% 100.00%
10/05/2024 0.80% 99.70 % 100.50 % 500,000 500,000 500,000 500,000 498,090 CHF 502,090 CHF 99.84% 99.84%
08/05/2024 1.00% 99.50 % 100.50 % 500,000 500,000 500,000 500,000 498,075 CHF 503,075 CHF 98.15% 98.15%
07/05/2024 1.01% 98.90 % 99.90 % 500,000 500,000 500,000 500,000 492,552 CHF 497,552 CHF 100.00% 100.00%
06/05/2024 0.81% 98.50 % 99.30 % 500,000 500,000 500,000 500,000 493,551 CHF 497,551 CHF 100.00% 100.00%
03/05/2024 0.86% 98.60 % 99.40 % 500,000 500,000 500,000 500,000 493,181 CHF 497,440 CHF 100.00% 100.00%
02/05/2024 1.01% 98.30 % 99.30 % 500,000 500,000 500,000 500,000 491,498 CHF 496,498 CHF 100.00% 100.00%

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