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
22/05/2024 0.50% 100.10 % 100.60 % 500,000 500,000 500,000 500,000 500,550 CHF 503,050 CHF 99.38% 99.38%
21/05/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 500,993 CHF 503,493 CHF 99.24% 99.24%
17/05/2024 0.50% 100.05 % 100.55 % 500,000 500,000 500,000 500,000 500,201 CHF 502,701 CHF 99.37% 99.37%
16/05/2024 0.50% 100.15 % 100.65 % 500,000 500,000 500,000 500,000 501,139 CHF 503,639 CHF 99.37% 99.37%
15/05/2024 0.50% 100.20 % 100.70 % 500,000 500,000 500,000 500,000 500,704 CHF 503,204 CHF 98.35% 98.35%
14/05/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 499,173 CHF 501,673 CHF 99.37% 99.37%
13/05/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 499,524 CHF 502,024 CHF 98.94% 98.94%
10/05/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 499,818 CHF 502,318 CHF 99.37% 99.37%
08/05/2024 0.50% 99.90 % 100.40 % 500,000 500,000 500,000 500,000 499,374 CHF 501,874 CHF 99.37% 99.37%
07/05/2024 0.50% 99.80 % 100.30 % 500,000 500,000 500,000 500,000 498,493 CHF 500,993 CHF 94.78% 94.78%

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