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 0.52% 96.15 % 96.65 % 500,000 500,000 500,000 500,000 481,352 CHF 483,852 CHF 99.38% 99.38%
15/05/2024 0.52% 95.90 % 96.40 % 500,000 500,000 500,000 500,000 477,135 CHF 479,635 CHF 98.35% 98.35%
14/05/2024 0.51% 95.20 % 95.70 % 500,000 500,000 500,000 500,000 474,857 CHF 477,296 CHF 99.37% 99.37%
13/05/2024 0.48% 94.45 % 94.90 % 500,000 500,000 500,000 500,000 470,250 CHF 472,500 CHF 98.94% 98.94%
10/05/2024 0.49% 94.75 % 95.25 % 500,000 500,000 500,000 500,000 473,310 CHF 475,623 CHF 99.37% 99.37%
08/05/2024 0.50% 94.60 % 95.05 % 500,000 500,000 500,000 500,000 474,001 CHF 476,373 CHF 99.36% 99.36%
07/05/2024 0.48% 94.25 % 94.70 % 500,000 500,000 500,000 500,000 472,495 CHF 474,772 CHF 94.75% 94.75%
06/05/2024 0.51% 94.75 % 95.25 % 500,000 500,000 500,000 500,000 474,910 CHF 477,356 CHF 99.37% 99.37%
03/05/2024 0.52% 94.90 % 95.40 % 500,000 500,000 500,000 500,000 477,931 CHF 480,431 CHF 99.37% 99.37%
02/05/2024 0.52% 96.10 % 96.60 % 500,000 500,000 500,000 500,000 480,442 CHF 482,942 CHF 99.37% 99.37%

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