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 0.30% 99.50 % 99.80 % 500,000 500,000 500,000 500,000 498,547 CHF 500,047 CHF 99.72% 99.72%
15/05/2024 0.30% 99.60 % 99.90 % 500,000 500,000 500,000 500,000 500,117 CHF 501,617 CHF 99.43% 99.43%
14/05/2024 0.30% 100.10 % 100.40 % 500,000 500,000 500,000 500,000 495,525 CHF 497,025 CHF 98.96% 98.96%
13/05/2024 0.30% 99.30 % 99.60 % 500,000 500,000 500,000 500,000 495,071 CHF 496,571 CHF 100.00% 100.00%
10/05/2024 0.31% 97.60 % 97.90 % 500,000 500,000 500,000 500,000 487,001 CHF 488,501 CHF 100.00% 100.00%
08/05/2024 0.31% 96.20 % 96.50 % 500,000 500,000 500,000 500,000 482,228 CHF 483,728 CHF 98.26% 98.26%
07/05/2024 0.31% 97.30 % 97.60 % 500,000 500,000 500,000 500,000 488,727 CHF 490,227 CHF 97.95% 97.95%
06/05/2024 0.30% 98.50 % 98.80 % 500,000 500,000 500,000 500,000 491,082 CHF 492,582 CHF 100.00% 100.00%
03/05/2024 0.31% 97.70 % 98.00 % 500,000 500,000 500,000 500,000 489,716 CHF 491,216 CHF 99.99% 99.99%
02/05/2024 0.30% 98.20 % 98.50 % 500,000 500,000 500,000 500,000 491,338 CHF 492,838 CHF 100.00% 100.00%

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