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 0.33% 94.80 % 95.11 % 500,000 500,000 499,738 499,738 474,700 CHF 476,250 CHF 99.26% 99.26%
15/05/2024 0.33% 94.00 % 94.31 % 500,000 500,000 500,000 500,000 470,049 CHF 471,599 CHF 99.43% 99.43%
14/05/2024 0.33% 93.00 % 93.31 % 500,000 500,000 500,000 500,000 467,565 CHF 469,115 CHF 98.95% 98.95%
13/05/2024 0.33% 92.80 % 93.11 % 500,000 500,000 500,000 499,990 467,296 CHF 468,837 CHF 100.00% 100.00%
10/05/2024 0.33% 94.30 % 94.61 % 500,000 500,000 500,000 500,000 473,083 CHF 474,633 CHF 99.73% 99.73%
08/05/2024 0.32% 95.00 % 95.31 % 500,000 500,000 500,000 500,000 478,788 CHF 480,338 CHF 97.99% 97.99%
07/05/2024 0.31% 99.40 % 99.71 % 500,000 500,000 500,000 500,000 493,197 CHF 494,743 CHF 99.52% 99.52%
06/05/2024 0.31% 99.00 % 99.31 % 500,000 500,000 500,000 500,000 495,733 CHF 497,283 CHF 100.00% 100.00%
03/05/2024 0.32% 98.10 % 98.41 % 500,000 500,000 500,000 500,000 487,133 CHF 488,675 CHF 99.53% 99.53%
02/05/2024 0.32% 96.90 % 97.21 % 500,000 500,000 500,000 500,000 485,092 CHF 486,639 CHF 100.00% 100.00%

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