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% 100.80 % 101.10 % 500,000 500,000 500,000 500,000 502,390 CHF 503,890 CHF 99.63% 99.63%
15/05/2024 0.30% 100.80 % 101.10 % 500,000 500,000 500,000 500,000 504,404 CHF 505,904 CHF 99.43% 99.43%
14/05/2024 0.30% 101.20 % 101.50 % 500,000 500,000 500,000 500,000 505,196 CHF 506,696 CHF 98.93% 98.93%
13/05/2024 0.30% 100.80 % 101.10 % 500,000 500,000 500,000 500,000 504,998 CHF 506,498 CHF 100.00% 100.00%
10/05/2024 0.30% 100.70 % 101.00 % 500,000 500,000 500,000 500,000 504,061 CHF 505,561 CHF 100.00% 100.00%
08/05/2024 0.30% 100.30 % 100.60 % 500,000 500,000 500,000 500,000 501,465 CHF 502,965 CHF 98.26% 98.26%
07/05/2024 0.30% 100.10 % 100.40 % 500,000 500,000 500,000 500,000 501,010 CHF 502,510 CHF 99.44% 99.44%
06/05/2024 0.30% 100.50 % 100.80 % 500,000 500,000 500,000 500,000 500,416 CHF 501,916 CHF 100.00% 100.00%
03/05/2024 0.30% 99.90 % 100.20 % 500,000 500,000 500,000 500,000 498,613 CHF 500,113 CHF 100.00% 100.00%
02/05/2024 0.30% 98.80 % 99.10 % 500,000 500,000 500,000 500,000 494,022 CHF 495,522 CHF 100.00% 100.00%

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