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
29/05/2024 0.49% 101.30 % 101.80 % 500,000 500,000 500,000 500,000 506,980 CHF 509,480 CHF 99.38% 99.38%
28/05/2024 0.49% 101.40 % 101.90 % 500,000 500,000 500,000 500,000 509,089 CHF 511,589 CHF 99.38% 99.38%
27/05/2024 0.49% 101.90 % 102.40 % 500,000 500,000 500,000 500,000 509,502 CHF 512,002 CHF 98.92% 98.92%
24/05/2024 0.49% 101.45 % 101.95 % 500,000 500,000 500,000 500,000 507,125 CHF 509,625 CHF 99.37% 99.37%
23/05/2024 0.49% 101.20 % 101.70 % 500,000 500,000 500,000 500,000 506,805 CHF 509,305 CHF 99.38% 99.38%
22/05/2024 0.49% 101.10 % 101.60 % 500,000 500,000 500,000 500,000 504,379 CHF 506,879 CHF 99.23% 99.23%
21/05/2024 0.51% 97.40 % 97.90 % 500,000 500,000 500,000 500,000 487,383 CHF 489,883 CHF 99.28% 99.28%
17/05/2024 0.52% 96.50 % 97.00 % 500,000 500,000 500,000 500,000 482,809 CHF 485,309 CHF 99.22% 99.22%
16/05/2024 0.51% 97.00 % 97.50 % 500,000 500,000 500,000 500,000 484,455 CHF 486,955 CHF 99.37% 99.37%
15/05/2024 0.52% 96.45 % 96.95 % 500,000 500,000 500,000 500,000 481,747 CHF 484,247 CHF 99.38% 99.38%

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