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 0.40% 100.30 % 100.70 % 500,000 500,000 499,464 499,464 500,962 CHF 502,961 CHF 100.00% 100.00%
15/05/2024 0.40% 100.30 % 100.70 % 500,000 500,000 498,332 498,332 499,826 CHF 501,821 CHF 98.61% 98.61%
14/05/2024 0.40% 100.30 % 100.70 % 500,000 500,000 499,998 499,998 501,498 CHF 503,498 CHF 98.85% 98.85%
13/05/2024 0.40% 100.30 % 100.70 % 500,000 500,000 500,000 500,000 501,500 CHF 503,500 CHF 99.66% 99.66%
10/05/2024 0.40% 100.30 % 100.70 % 500,000 500,000 500,000 500,000 501,500 CHF 503,500 CHF 100.00% 100.00%
08/05/2024 0.40% 100.30 % 100.70 % 500,000 500,000 500,000 500,000 501,500 CHF 503,500 CHF 97.42% 97.42%
07/05/2024 0.40% 100.30 % 100.70 % 500,000 500,000 499,924 499,924 501,180 CHF 503,180 CHF 99.78% 99.78%
06/05/2024 0.40% 100.20 % 100.60 % 500,000 500,000 500,000 500,000 501,000 CHF 503,000 CHF 100.00% 100.00%
03/05/2024 0.40% 100.10 % 100.50 % 500,000 500,000 500,000 500,000 500,596 CHF 502,596 CHF 99.83% 99.83%
02/05/2024 0.40% 100.10 % 100.50 % 500,000 500,000 500,000 500,000 500,500 CHF 502,500 CHF 100.00% 100.00%

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