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
23/05/2024 0.31% 100.90 % 101.21 % 500,000 500,000 500,000 500,000 504,443 CHF 506,005 CHF 100.00% 100.00%
22/05/2024 0.50% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 503,632 CHF 506,132 CHF 100.00% 100.00%
21/05/2024 0.31% 100.80 % 101.11 % 500,000 500,000 500,000 500,000 504,139 CHF 505,689 CHF 97.18% 97.18%
17/05/2024 0.50% 100.70 % 101.20 % 500,000 500,000 500,000 500,000 503,415 CHF 505,915 CHF 100.00% 100.00%
16/05/2024 0.31% 100.80 % 101.11 % 500,000 500,000 500,000 500,000 504,488 CHF 506,038 CHF 99.61% 99.61%
15/05/2024 0.31% 101.00 % 101.31 % 500,000 500,000 500,000 500,000 504,768 CHF 506,318 CHF 99.43% 99.43%
14/05/2024 0.50% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 503,649 CHF 506,149 CHF 98.93% 98.93%
13/05/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,277 CHF 506,777 CHF 100.00% 100.00%
10/05/2024 0.49% 100.80 % 101.30 % 500,000 500,000 500,000 500,000 504,104 CHF 506,604 CHF 100.00% 100.00%
08/05/2024 0.31% 100.80 % 101.11 % 500,000 500,000 500,000 500,000 504,365 CHF 505,915 CHF 98.15% 98.15%

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