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
14/05/2024 0.51% 98.30 % 98.80 % 500,000 500,000 500,000 500,000 491,664 CHF 494,164 CHF 98.95% 98.95%
13/05/2024 0.51% 98.40 % 98.90 % 500,000 500,000 500,000 500,000 491,711 CHF 494,211 CHF 100.00% 100.00%
10/05/2024 0.51% 97.40 % 97.90 % 500,000 500,000 500,000 500,000 489,356 CHF 491,856 CHF 100.00% 100.00%
08/05/2024 0.31% 96.80 % 97.10 % 500,000 500,000 500,000 500,000 482,933 CHF 484,433 CHF 98.26% 98.26%
07/05/2024 0.32% 95.30 % 95.60 % 500,000 500,000 500,000 500,000 474,707 CHF 476,207 CHF 99.43% 99.43%
06/05/2024 0.53% 94.80 % 95.30 % 500,000 500,000 500,000 500,000 472,145 CHF 474,645 CHF 100.00% 100.00%
03/05/2024 0.53% 93.90 % 94.40 % 500,000 500,000 500,000 500,000 472,073 CHF 474,573 CHF 100.00% 100.00%
02/05/2024 0.53% 93.80 % 94.30 % 500,000 500,000 500,000 500,000 469,530 CHF 472,030 CHF 100.00% 100.00%
30/04/2024 0.53% 94.90 % 95.40 % 500,000 500,000 500,000 500,000 473,962 CHF 476,462 CHF 99.23% 99.23%
29/04/2024 0.32% 94.60 % 94.90 % 500,000 500,000 500,000 500,000 473,253 CHF 474,753 CHF 100.00% 100.00%

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