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 0.79% 100.70 % 101.50 % 500,000 500,000 500,000 500,000 503,393 CHF 507,393 CHF 99.51% 99.51%
15/05/2024 0.99% 100.30 % 101.30 % 500,000 500,000 500,000 500,000 501,331 CHF 506,331 CHF 99.43% 99.43%
14/05/2024 0.99% 100.70 % 101.70 % 500,000 500,000 500,000 500,000 503,877 CHF 508,877 CHF 98.95% 98.95%
13/05/2024 0.80% 99.90 % 100.70 % 500,000 500,000 500,000 500,000 499,317 CHF 503,317 CHF 100.00% 100.00%
10/05/2024 0.80% 99.60 % 100.40 % 500,000 500,000 500,000 500,000 498,425 CHF 502,425 CHF 99.84% 99.84%
08/05/2024 1.01% 98.50 % 99.50 % 500,000 500,000 500,000 500,000 492,437 CHF 497,437 CHF 98.15% 98.15%
07/05/2024 1.02% 98.00 % 99.00 % 500,000 500,000 500,000 498,677 489,228 CHF 492,922 CHF 99.43% 99.43%
06/05/2024 0.81% 98.00 % 98.80 % 500,000 500,000 500,000 500,000 490,512 CHF 494,512 CHF 100.00% 100.00%
03/05/2024 0.87% 97.60 % 98.40 % 500,000 500,000 500,000 500,000 488,179 CHF 492,438 CHF 100.00% 100.00%
02/05/2024 1.02% 97.40 % 98.40 % 500,000 500,000 500,000 500,000 487,248 CHF 492,248 CHF 100.00% 100.00%

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