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 0.30% 100.00 % 100.30 % 500,000 500,000 500,000 500,000 500,732 CHF 502,232 CHF 98.74% 98.74%
15/05/2024 0.30% 99.30 % 99.60 % 500,000 500,000 500,000 500,000 496,518 CHF 498,018 CHF 99.43% 99.43%
14/05/2024 0.30% 98.20 % 98.50 % 500,000 500,000 500,000 500,000 494,127 CHF 495,627 CHF 98.95% 98.95%
13/05/2024 0.30% 97.90 % 98.20 % 500,000 500,000 500,000 499,997 492,188 CHF 493,685 CHF 100.00% 100.00%
10/05/2024 0.30% 99.30 % 99.60 % 500,000 500,000 500,000 500,000 497,837 CHF 499,337 CHF 99.73% 99.73%
08/05/2024 0.30% 100.60 % 100.90 % 500,000 500,000 500,000 500,000 506,258 CHF 507,758 CHF 97.99% 97.99%
07/05/2024 0.29% 103.80 % 104.10 % 500,000 500,000 500,000 500,000 517,409 CHF 518,909 CHF 99.52% 99.52%
06/05/2024 0.29% 103.40 % 103.70 % 500,000 500,000 500,000 500,000 517,787 CHF 519,287 CHF 100.00% 100.00%
03/05/2024 0.29% 102.80 % 103.10 % 500,000 500,000 500,000 500,000 511,470 CHF 512,970 CHF 99.53% 99.53%
02/05/2024 0.29% 102.30 % 102.60 % 500,000 500,000 500,000 500,000 511,969 CHF 513,469 CHF 100.00% 100.00%

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