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
29/05/2024 0.78% 102.30 % 103.10 % 500,000 500,000 500,000 500,000 511,500 CHF 515,500 CHF 100.00% 100.00%
28/05/2024 0.78% 102.30 % 103.10 % 500,000 500,000 500,000 500,000 512,051 CHF 516,051 CHF 100.00% 100.00%
27/05/2024 0.78% 102.50 % 103.30 % 500,000 500,000 500,000 500,000 512,101 CHF 516,101 CHF 97.58% 97.58%
24/05/2024 0.78% 102.40 % 103.20 % 500,000 500,000 500,000 500,000 511,572 CHF 515,572 CHF 100.00% 100.00%
23/05/2024 0.78% 102.40 % 103.20 % 500,000 500,000 500,000 500,000 511,994 CHF 516,006 CHF 100.00% 100.00%
22/05/2024 0.97% 102.20 % 103.20 % 500,000 500,000 500,000 500,000 510,976 CHF 515,976 CHF 100.00% 100.00%
21/05/2024 0.78% 102.20 % 103.00 % 500,000 500,000 500,000 500,000 511,321 CHF 515,321 CHF 97.15% 97.15%
17/05/2024 0.78% 102.20 % 103.00 % 500,000 500,000 500,000 500,000 510,999 CHF 514,999 CHF 100.00% 100.00%
16/05/2024 0.78% 102.20 % 103.00 % 500,000 500,000 500,000 500,000 511,499 CHF 515,499 CHF 99.49% 99.49%
15/05/2024 0.78% 102.40 % 103.20 % 500,000 500,000 500,000 500,000 511,373 CHF 515,373 CHF 99.42% 99.42%

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