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 0.50% 99.70 % 100.20 % 500,000 500,000 500,000 500,000 499,153 CHF 501,653 CHF 99.61% 99.61%
15/05/2024 0.31% 98.80 % 99.11 % 500,000 500,000 500,000 500,000 493,142 CHF 494,692 CHF 99.43% 99.43%
14/05/2024 0.32% 98.00 % 98.31 % 500,000 500,000 500,000 500,000 489,000 CHF 490,550 CHF 98.95% 98.95%
13/05/2024 0.51% 98.50 % 99.00 % 500,000 500,000 500,000 500,000 491,075 CHF 493,575 CHF 100.00% 100.00%
10/05/2024 0.51% 98.20 % 98.70 % 500,000 500,000 500,000 500,000 491,771 CHF 494,271 CHF 100.00% 100.00%
08/05/2024 0.32% 97.70 % 98.01 % 500,000 500,000 500,000 500,000 488,891 CHF 490,441 CHF 97.91% 97.91%
07/05/2024 0.32% 97.80 % 98.11 % 500,000 500,000 500,000 500,000 487,211 CHF 488,757 CHF 99.54% 99.54%
06/05/2024 0.52% 96.80 % 97.30 % 500,000 500,000 500,000 500,000 483,848 CHF 486,348 CHF 100.00% 100.00%
03/05/2024 0.47% 96.60 % 97.10 % 500,000 500,000 500,000 500,000 480,692 CHF 482,945 CHF 100.00% 100.00%
02/05/2024 0.32% 95.70 % 96.01 % 500,000 500,000 500,000 500,000 483,413 CHF 484,960 CHF 100.00% 100.00%

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