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
23/05/2024 0.30% 101.20 % 101.50 % 500,000 500,000 500,000 500,000 505,743 CHF 507,256 CHF 100.00% 100.00%
22/05/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,637 CHF 507,137 CHF 100.00% 100.00%
21/05/2024 0.30% 101.00 % 101.30 % 500,000 500,000 500,000 500,000 505,210 CHF 506,710 CHF 97.19% 97.19%
17/05/2024 0.49% 100.90 % 101.40 % 500,000 500,000 500,000 500,000 504,652 CHF 507,152 CHF 100.00% 100.00%
16/05/2024 0.30% 101.10 % 101.40 % 500,000 500,000 500,000 500,000 505,722 CHF 507,222 CHF 99.51% 99.51%
15/05/2024 0.30% 101.30 % 101.60 % 500,000 500,000 500,000 500,000 506,260 CHF 507,760 CHF 99.43% 99.43%
14/05/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 504,969 CHF 507,469 CHF 98.89% 98.89%
13/05/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,270 CHF 507,770 CHF 100.00% 100.00%
10/05/2024 0.49% 101.00 % 101.50 % 500,000 500,000 500,000 500,000 505,143 CHF 507,643 CHF 100.00% 100.00%
08/05/2024 0.30% 101.20 % 101.50 % 500,000 500,000 500,000 500,000 505,968 CHF 507,468 CHF 98.15% 98.15%

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