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 0.70% 100.30 % 101.00 % 300,000 300,000 300,000 300,000 300,971 CHF 303,071 CHF 100.00% 100.00%
15/05/2024 0.70% 100.37 % 101.07 % 300,000 300,000 300,000 300,000 300,950 CHF 303,050 CHF 100.00% 100.00%
14/05/2024 0.70% 100.19 % 100.89 % 300,000 300,000 300,000 300,000 300,243 CHF 302,343 CHF 100.00% 100.00%
13/05/2024 0.70% 100.04 % 100.74 % 300,000 300,000 300,000 300,000 300,184 CHF 302,284 CHF 100.00% 100.00%
10/05/2024 0.70% 99.83 % 100.53 % 300,000 300,000 300,000 300,000 299,212 CHF 301,312 CHF 99.94% 99.94%
08/05/2024 0.70% 99.51 % 100.21 % 300,000 300,000 300,000 300,000 298,841 CHF 300,941 CHF 94.44% 94.44%
07/05/2024 0.70% 99.82 % 100.52 % 300,000 300,000 300,000 300,000 299,442 CHF 301,542 CHF 100.00% 100.00%
06/05/2024 0.71% 98.17 % 98.87 % 300,000 300,000 300,000 300,000 293,971 CHF 296,071 CHF 100.00% 100.00%
03/05/2024 0.72% 97.54 % 98.24 % 300,000 300,000 300,000 300,000 292,176 CHF 294,276 CHF 100.00% 100.00%
02/05/2024 0.72% 97.05 % 97.75 % 300,000 300,000 300,000 300,000 291,435 CHF 293,535 CHF 100.00% 100.00%

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