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 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,512 CHF 503,012 CHF 100.00% 100.00%
15/05/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 499,735 CHF 502,235 CHF 100.00% 100.00%
14/05/2024 0.50% 99.85 % 100.35 % 500,000 500,000 500,000 500,000 498,968 CHF 501,468 CHF 100.00% 100.00%
13/05/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,978 CHF 501,478 CHF 99.42% 99.42%
10/05/2024 0.50% 99.75 % 100.25 % 500,000 500,000 500,000 500,000 498,828 CHF 501,328 CHF 100.00% 100.00%
08/05/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 498,026 CHF 500,526 CHF 100.00% 100.00%
07/05/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 497,985 CHF 500,485 CHF 100.00% 100.00%
06/05/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,860 CHF 500,360 CHF 100.00% 100.00%
03/05/2024 0.50% 99.60 % 100.10 % 500,000 500,000 500,000 500,000 497,818 CHF 500,318 CHF 99.75% 99.75%
02/05/2024 0.50% 99.45 % 99.95 % 500,000 500,000 500,000 500,000 497,470 CHF 499,970 CHF 100.00% 100.00%

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